Letting Roxas go after Kingdom Hearts would've been a terrible idea.
Originally Posted by Riku
I can't let you go doing anything crazy... If you go after Kingdom Hearts, the last thing you'll get is your life back. The Organization will destroy you.
Roxas just didn't have the strength to take on the Organization, despite how badass he may have seemed in the last mission of the game. If Riku had let him continue, everything would've been lost. The only one strong enough to take on Xemnas was a complete Sora, and Xemnas still would've been too much for him without Riku's help. Roxas would've been torn apart.