There is a "rare" sex scene in the Goblin Brothel, but now that you remind me I think it might be turned off and I haven't given a way for players to enable it... thanks for reminding me, I can't believe I forgot about it this whole time!
Goblin Domestic Slaves are implemented ever since initial launch. You have to capture a traveling NPC and donate them to the Goblins that live in houses! Some of these NPCs will then offer to teach you some Skills for a price.