The connection which the strawhats have with Luffy, runs deeper than those of the Samurai.
It's comparable to Oden and the scabbards. The scabbards never hesitated throwing their lives away for either Oden or their companions.
- The scabbards immediately following Oden into the pot with boiling oil, willing to sacrifice themselves for their master
- Inu and Neko letting themselves being tortured and having their limbs removed in the process by Jack, yet not betraying Raizo
- Ashura immediately sacrificing himself by taking Kanjuro's bomb
All of them are willing to die for Oden without hesitation. Doesn't make them conquerors.
Sanji had no single conqueror moment. Conqueror's Haki is a different kind of intimidation and will power. It goes beyond what Sanji has displayed. There is no single hint he has it. While when it comes to Zoro, there were several hints; be it when
- Monet was in a deep state of awe and horror simply due to Zoro's aura
- several strong characters (like the supernova) calling Zoro a monster and asking how someone like him can be a mere underling
- Two Shichibukai (Kuma, Mihawk) pointing out what strong ambition Zoro possesses, especially Mihawk, Shanks' equal, already saying about east blue level Zoro, that such strength is rarely seen in this world
Here's Sanji's ambition:
Zoro: "I'm willing to die for my ambition"
Sanji: "Abandon your ambition and run away"
Of course Sanji, such as the rest of the crew, have greater ambition when it comes to Luffy, but a true conqueror's ambition is not tied to a specific person, he has incredible ambition on his own. Like Zoro wanting to be the greatest in the world and willing to die already before meeting Luffy. Sanji had no ambition prior to joining Luffy.