The distinction is purely academic, and worthless for real-world use. Sex slaves in America or the UK are not legally owned, but they are nevertheless slaves as far as anybody sane-minded is concerned. You would not dream of referring to them as "Sex 'slaves'".

Particularly, The Guardian has not made this distinction in the past, search for "site:theguardian.com sex slaves"

(Further note that one of the methods of coercion being used in Qatar, taking the persons documentation and putting them in an immigration bind, is famous for being used in the sex slave industry)