Punk Hazard, Whole Cake (Zoro wasn't there, but still), Water 7/Enies Lobby, Skiypiea, Dressrosa, Zou... there is a lot. Fact is: Sanji is portraited much more as a leader, a charismatic leader like Luffy, than Zoro ever has been.
Zoro being the Rhm means:
He walks with Luffy wherever he goes, he is Luffy's bodyguard and clears the way for him, and usually fights alongside with Luffy in a specific moment and assist him in the main battles against the strongest opponents. Thats the difference here, it's his role alongside with the Captain, not his leadership skills.
Although he always fights alongside with Sanji and both end up beating the 2nd and 3rd strongest enemies.