And what is this supposed context that justifies him not understanding why Zoro would die for his dream?
- Sanji abandoning his dream to repay Zeff for saving him.
- Sanji abandoning his dream to help Zeff achieve his.
- Sanji willingness to concecrate his whole life to achieve Zeff's dream.
- Sanji willing to die instead of Zeff to protect Zeff's dream.
All this show that eventhough it ate at him to abandon his dream for Zeff he still stood by his decision. He's a man who would do anything for someone that he cares about and the concept of dieing because of pride instead of helping Zeff is an abhorrent thing to him. So him witnessing Zoro doing just that at that moment was against his life's resolve for more that 8 years. Even when everything is said and done at the end of the Baratie arc, Sanji still wasn't willing to leave the Baratie and leave Zeff alone. It needed Zeff to semi kick him out of the Baratie for him to finally leave with Luffy.
To this day Sanji is still living with the same resolve but now in addition to Zeff it's directed towards his crew. Another example of this is eventhough he hated his family for the way they treated him he's still willing to die for them because at the end of the day they're still his family by blood.