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In this contribution, we re-assess some aspects of axionic electrodynamics by coupling non-linear electromagnetic effects to axion physics. We present a number of motivations to justify the coupling of the axion to the photon in terms of a general non-linear extension of the electromagnetic sector. Our emphasis in the paper relies on the investigation of the constitutive permittivity and permeability tensors, for which the axion contributes by introducing dependence on the frequency and wave vector of the propagating radiation. Also, we point out how the axion mass and the axion-photon-photon coupling constant contribute to a dispersive behavior of the electromagnetic waves, in contrast to what happens in the case of non-linear extensions, when effective refractive indices appear which depend only on the direction of the propagation with respect to the external fields. The axion changes this picture by yielding refractive indices with dependence on the wavelength. We apply our results to the special case of the (non-birefringent) Born-Infeld Electrodynamics and we show that it becomes birefringent whenever the axion is coupled. The paper is supplemented by an Appendix, where we follow our own path to approach the recent discussion on a controversy in the definition of the Poynting vector of axionic electrodynamics.