I guess it has to be robin. She had her mom, townspeople and home destroyed by the world government and spent her entire childhood running away and destroying w/e organization accepted her in. From then we have franky and nami. Franky seemed to have his parents killed early on and nami had her mom killed by arlong. Chopper accidentally killed his dad which is perhaps more tragic... Then ussop since his mom died and his dad is a neglectful SOB. Luffy lost his brother but given the circumstances I don't think he was worst off than the others. Zoro lost kuina but that is perhaps a similar situation to luffy's. Sanji is perhaps in a similar boat to franky.
Didn't notice this topic. LOL
Anyway I think that the saddest backstory is that of Robin, along with that of Brook.
Men they lost all the people precious to them and lived a very sad life from that moment, before meeting Luffy.
Obviously also the backstories of the other Mugi are sad, but not as sad as those that I just said, IMHO.
So if we are taking into account Kuina COULD still be alive, then we have to account for Sabo STILL being alive, correct?
In the facts, both Luffy and Zoro went through the grief and sadness of losing someone.
Even, if after 20 years Zoro would find out that Kuina is still alive, he was still feeling shitty when he was young.
So that wouldn't change much about their sad backstory.
The only difference would be that it has an happy ending, years after.