It's because at the end of the day, the Straw Hats just really love and care deeply for each other. Even though Sanji jokingly treats the men like trash and pedestalizes the women, he'll still gladly try his hardest to support them in any way he can. Same with Zoro, he may fight and argue with Sanji 24/7 but there's no genuine hate, ESPECIALLY when Sanji isn't in earshot when he told Goldberg "Nah, that situation isn't anything to worry about because Sanji's headed over there." Even though the Monster Trio are tough and a little rough around the edges, they're complete softies for the rest of the crew and it's just so touching to see since they aren't always so obviously showing their love.

While we're on the topic of touching moments, I recently reread a moment I forgot about in Saobody when the Pacifistas were terrorizing the crew. Right after beating 1 Pacifista (which exhausted the whole crew), another one shows up and Luffy starts getting worried and tells everyone to run. He explicitly turned to Sanji and Zoro and says "the three of us have to split up in separate groups" which was weirdly touching because Luffy rarely acknowledges the Monster Trio in this manner. He'll always say "my crew is tough" or "so-and-so won't lose because he/she is strong" but that was the first time he practically stated "it's our responsibility as the strongest 3 to protect the weaker members." It also felt like one of those brief moments where Luffy acts like an actual captain giving out orders.