Uh... this. [He didn't know how else to explain it, so he just shifted his wings away from his body to reveal his bird feet and patches of feathers over his skin in various places.]

Yeah, it's pretty cold in here, and I don't have a lot of clothing on. [Which is to say he was wearing only pants and nothing else. With that explanation out of the way, Roxas wraps his wings around himself once more.]

Well yeah... We're friends, right?