There is also another quest http://www.uesp.net/wiki/Morrowind:Zainab_Nerevarine where you will have to find a slave wife for someone... Meaning slavery also happened in the bedroom at least in some instances. Like many.
You have to think about the context for that quest. The Zainab Ashkhan wants a wife who is a high-born daughter of House Telvanni. No such Telvanni daughter in their right mind is going to marry an ashlander, so the wise woman of the Zainab concocts a scheme. The Nerevarine will buy a pretty slave, and dress her up with exquisite clothes and perfumes.
While the woman was a slave, she was merely the mer element in a scheme to dupe the Zainab Ashkhan into thinking that the Nerevarine was offering him a High-Born Telvanni lady for marriage. The Ashkhan did not want and wasn't looking for a slave, but the Wise Woman knew that any old girl could be coached into appearing to be a telvanni noble woman (and that the Ashkhan would be fooled). Using a slave was merely a matter of convenience.