Having a breakdown isn't looking like a *****, Sanji is still a person who has feelings and emotions, and the current state of events is too much for his psyche. For one, he is forced to interact and deal with the same people who TORTURED him during his childhood, even being around your abuser can cause distress, let alone being for to do their every whim. Two, in this mayhem, he saw Pudding, through the storm he tried to fixate his attention on the one thing he thought would make him even slightly happy, and it turns out that ray of hope was artificial and false, further messing him up.
I don't understand why people are mad a Sanji for acting like a normal human being in the face of adversity. It's fairly obvious that all his is for development purposes and he'll bounce back and be better than before.