Zoro was introduced into the story as the type to risk his life for the innocent and vulnerable.
It doesn’t matter he doesn’t have an equivalent of Zeff.
Zoro would risk his life for any reasonable substitute.
Sanji never lost faith in Luffy and vowed to return to the crew. He just didn’t have a choice given Zeff’s immediate danger.
Zoro would likewise go along, while never losing faith in his captain, crew, or whether he’d reunite with them.