Thank you for the honest feedback. I actually agree with you on most of your points and was already planning to implement them. I'll address the ones I have something to add, but the ones I don't mention I just still haven't had the time to do yet.
3) I don't plan on having you see a slave's skills when you pick them, to give some element of surprise and because it would be a little more realistic. When the aesthetic scores stops being random, the appearance of the slave will matter much more, so I'm fine with keeping skills a surprise.
5) Slaves will probably always cost a resource to maintain since they are forbidden from working in the world of the game. It also serves a game design purpose since I want to incentivize a playstyle more focused on having fewer slaves rather than turning it into a numbers game (it's not the case at the moment as you said but it will be counterbalanced in the future).
7) Pregnancy is definitely planned and I was planning on doing the citizen approach you mentioned.
8) Yeah, freeing a slave with some money will probably give you a little reputation as a "good guy," but it probably will never be advantageous in a gameplay sense. It's there mostly for players who enjoy roleplaying. Your idea of an event where you run into your ex-slave is great! I'll definitely do something like that.
You're definitely right about the bulk selling strategy being a problem at the moment. I plan on countering this by having you "break" villagers to make them accept and enjoy slavery. Also having characters be able to get injuries, so that you'll have to invest in recovering the health of a good amount of the slaves you get in bandit camps. Of course, both injuried and unbroken slaves will be worth drastically less money