Based on the proposal, I do think it would be best if the player never actually becomes a slave without it being a bad end. As frost pointed out, it would be better to make a game focused entirely on the kink of being a slave rather than including it as a side thing in another game. A better way to think of the game might be as an Elder Scrolls style thing or similar to the Tower Girls games. You travel the world, doing what you want, while getting reputation with the various factions, and forming relationships with NPCs until some sort of end game happens.