You see them argue all the time. Zoro calls Sanji love cook. Sanji calls him moss head. But why do they mock and argue all the time? The probability is that Sanji loves Zoro. Remember Thriller bark, when everybody woke up after Kuma left. Sanji searched for Zoro because while ago, Zoro wanted to sacrifice himself to his captain. Then Sanji also wanted to sacrifice instead of Zoro. Almighty proof that Sanji loves Zoro. They argue because the more you hate the more you love.