Breeze's Relationship with Sazed
Breeze reacts strongly upon entering the storage cache because this is the first time he's seen one of them. At the end of book two, if you'll recall, he was left psychologically shaken to the point of being unable to function. I thought about playing with that as a character trait for this book, but decided—as I've mentioned before—that I already had too many viewpoint characters.
So anyway, after book two closed, Sazed too was left dazed and frustrated—by the loss of Tindwyl. In order to keep from getting lost, he dedicated himself to nursing Breeze back to health, alongside writing fact sheets on all of his religions. Breeze and Sazed formed quite a bond of friendship during this period, as both reacted to the trauma of the siege of Luthadel. Allrianne was there, of course, helping with Breeze—but she's not particularly good at the whole "helping someone recover from intense trauma" thing.
Breeze never visited the storage cache in Luthadel. By the time he was feeling well enough to be mobile, that topic was blasé, and Elend needed him to go on ambassadorial trips. Breeze asked to bring Sazed along, which seemed a good fit, and the two of them have been pretty much hanging out together since then.