I disagree with your assumption that sex slaves aren't by definition 'slaves' because they aren't legally owned. They are bought and sold (from what I've learned at the movies) so to me they are actual slaves.
Note also that his emphasis was on legally, not on "owned": It's not legal to buy and sell people, therefore one cannot legally own slaves. The fact that people exchange money for them, and treat them as property, does not make it legal, but their treatment definitely makes it slavery.