The only aspect of the training Eggsy failed was the final test to shoot the dog. Otherwise he passed everything else with flying colors. The only thing setting him apart from Roxy was the fact that he was unwilling to shoot his dog.
Given this, it could be Merlin felt that Eggsy was better suited for the task inside Valentine's bunker, leaving Roxy as the only choice to take on the task in space. Sure Eggsy failed the training, but given they were the only ones left to carry out the mission, what choice did Merlin have?
However, the more likely explanation is Eggsy is the main character, and the task they gave to Roxy wouldn't have been as exciting for the audience to view a secondary character doing, in part or in full.
Seriously, would you want to watch Eggsy fly up into space to shoot the satellite, or would you rather watch him infiltrate a base and get into a massive shootout plus the final standoff with the main villain? Valentine killed Galahad, Eggsy's mentor during the entire training regimin, while Eggsy watched, which Merlin also knew about. You want to see Eggsy get revenge on Valentine, right? Thus, having him fly up into space to merely shoot down a satellite would be an incredibly dull way to end the movie.