They probably just need a temporary way for the airlines to pay to keep their slots directly, versus having a minimum number of payments tied to takeoffs and landings.
Create? They're already auctioned off and traded freely.
They are currently auctioned almost nowhere. Instead, they are permanently owned by incumbent airlines who never paid for them. Additionally, incumbent airlines lobby against slot auctions, see e. g. https://airlines.iata.org/analysis/the-dangers-of-slot-aucti...
The fact that slots are not available to newcomers is a valuable moat for incumbents.