I'm not sure about the rest of his games since it's been a while since I last played them but in this one, she doesn't become a sex slave in my opinion. Throughout the game, she constantly tries to resist the men but ends up getting aroused and letting go in the end or she gets surrounded and can't escape. Even in the last scene of the game, after everything she's been through, Kate says she doesn't want to see Geed again (I think the literal line was like "We won't see each other ever again") when he asks her to wait until his wounds are healed so he can come with her.
To me, it would be depressing if she didn't enjoy it, but it's clear she's enjoying it every single time.
The thing you said about the story is very true. But there's always a point in his games, where it's free roaming. It's up to the player to explore, find scenes or items and kill bosses for loot or special items. Actually, the only exception to this I think is Rhode's Fortress, but it's pretty clear he didn't quite finish that game. Too many things have been left unfinished which leads me to think that he probably took too much time working on the game and in the end, he just released a version of the game he felt was good enough.