@Mr.:
I'm not going to even try to guess why he's wanted "only alive." There could be any number of reasons.
That is a very good point. If they truly thought Sanji was dead, they'd be incurably grief-stricken even up to this point in time. Assuming he "sacrificed" himself as a captive or some other non-lethal conclusion, they'd at least have some peace of mind knowing he can handle himself for a while despite the overwhelming danger. Seeing Luffy just brought their worries back to a head.
–- Update From New Post Merge ---
Priceless!.......
I dunno, maybe it's just me, but didn't Nami seem a little sullen before Chopper called for her?
Edit: Eh, never mind, she was just sleeping