The escapism and power fantasy intrinsic to the genre combined with modern anime being designed to appeal to the type of otaku who'll spend hundreds on merch or dvds (or $40k on a statue of their waifu). For these types there's an appeal in a girl who literally can't leave them, hence slavery. Harems are partly wish-fulfilment, partially marketing: 5 archetypal waifus will appeal to more otaku than 1 archetypal waifu.