First off, they are 3.3v devices so you would have to level shift everything as the picaxe runs at 5v. Next, it uses SPI as an interface. This is not a big deal I guess, but it is not very commonly done with a picaxe and will not let you take advantage to all the features you get with the Hser commands and regular serial communication.
Any reason you would be against X-bees or “regular” $5 RF units?