The whole slave theme is pretty weak because slavery can be a lot of different things and the show gives us very little insight about how the slavery system works in this world. The show just hopes we will see this story with our 21st century eyes and only think slavery = baaaaad.
I am not too sure how it went during the roman empire, but I believe for the vikings it was possible to decide to become a slave, basically trading freedom for security, which, depending of the context, could be an ok deal.
The only thing the show tells us about slave is that there are some highly trained ones, such as the interpreter and the unsullied, which mean it's a possibility the society can remain somewhat functioning if you kill all the masters, because the accountants might still be here.