Sanji is either the son or brother of the Blond Gorosei. The Blond Gorosei was at one point in the North Blue (Perhaps as a king or so) and was promoted (or invited) to the position of Gorosei possibly upon the death of a previous Gorosei. When the Blond Gorosei traveled to Mariejois, Sanji went with him and used this opportunity to flee to the East Blue; thus beginning his story there.
Since Sanji’s bounty reveal, the Blond Gorosei is using Sanji as a bartering Chip with Big Mom. In turn for marrying Sanji to her daughter, Big Mom and crew must work with the World Government to bring down Blackbeard.
We know the balance of the world is changing. Having the opportunity to makes ties with a Yonko could be a huge asset for the World Government and could help them maintain their power.