...If they have no feelings then why did they actually get together in the game? I mean, at the end you see it flash from Sora smiling up at Kairi to Roxas smiling up at Namine...
If it wasn't obvious already by the reports on both Roxas and Naminé by DiZ and Xemnas and from how the two acts in the games they appear in, they are special cases and both have and show feelings repeatedly (Roxas more so than Naminé, partly due to more screentime).
[rant]*points at Axel* Bullcrap at the no actual feelings. It's more likely that was something Xemnas lied to them all about and they accept this because it's convenient to believe. Given that all of the founding members willingly became Nobodies (I'm pretty sure that's said in KH2 in Hollow Bastion/Radiant Garden), they aren't exactly good people to begin with, so it shouldn't be surprising for them to be assholes after becoming Nobodies, particularly if they retain their original personalities. The thing is, if they truly have no heart, and the game canon states that those without hearts cannot feel, then none of them should experience anger, or jealousy, or even desire. If the canon actually holds on that no hearts=no feelings thing, then none of them should even care enough to try to make kingdom hearts. Either those without hearts can have feelings (though they very well might experience feelings by some other means), or the Organization members have hearts.[/rant] Regardless, adorable picture.
My theory is that if Nobodies really don't have feelings, then it might have something to do with the way you lost your heart. The most obvious way to lose it is to become a Heartless, which entails giving in to dark urges. If you lose your heart with a dark state of mind, you'll have a Nobody with a (seemingly) dark personality. Since Sora & Kairi weren't thinking of anything impure at the time, their Nobodies were relatively good.
Old comments but I feel the need to point out that we now know Roxas has (had?) a heart, Ventus' damaged heart who took refuge in Sora's heart when he was a kid. It is interesting that neither Xenmas nor anyone in Organisation XIII noticed it.