Prologue.
"Having a dumb little brother makes the older brother worry", he had said, with a hint of a smile curling up, almost proud and defiantly. "He probably adds lots of troubles for you guys too," and he dipped his head. "Please take care of him for me."
He did not say it out loud, but the way he laughed while having his little brother right next to him and the excitement in his voice with Luffy around... We all saw and heard for ourselves, and we most certainly knew, that as a fact, Portgas D. Ace loved Luffy.
Zoro remembered the truly joyful smile that came to Luffy when he saw his brother. It was just like when he 'smelled' adventure, only bigger. Brighter. And the pain to see him die protecting Luffy himself...
That is the most pain that Luffy could feel.
Zoro felt so useless, as his first mate, that he could not do anything for his captain.
How he wished he could be there, wherever Luffy was right now.