Queen asked him if his legs are modified, meaning queen thinks that sanji has implants in his legs like he has implants in his hands
When sanji told him that he isn't a cyborg, something he obviously figured out a long time ago since you know, he lives with the world's greatest doctor, queen assumed sanji is connected to king's race
There's two possible explanations
Sanji genes have been altered, so he's not a cyborg since he doesn't have any robotic implants
He's a descendant of king's race