Nami has practically lived with Zoro since their freshman year of undergrad. In all that time, she's never seen him bring anyone home.

The first time Luffy walks into the Baratie with Usopp and Zoro during lunch rush, Sanji has to go stand in the walk-in freezer to scream into his hands. He wants to tell Zoro to get the fuck out. He cannot tell Zoro to get the fuck out, because that’s unreasonable and rude. Just because Zoro is—unfortunately—Sanji’s type in men doesn’t mean Sanji can act like a child around him. See, Sanji wasn't gay until he met Gin. Gin wasn't gay, either. What they did together was everything from "practice" to "just some fun" to "giving a friend a hand" (or mouth, or hole). But they certainly, absolutely were not boyfriends because Gin was straight and Sanji was straight. It was perfect, until Sanji had to go and ruin it by liking it too much. He flew too close to the gay-sun and his not-gay wings of wax melted, go fucking figure.