I think they are referring to, Search (village) -> act lawfully -> meet slavers with slave -> Fight/Purchase/Lie/Leave -> Keep/Free. We don't get a icon to click on even after successfully fighting/lieing/buying the slave You (and maybe your party members in the village?) are the only characters shown in the character's present bar, with the captured slave and slavers not showing up there. If we keep the slave they are Immediately teleported to the mansion aswell.
I think, maybe adding a examine slave text option to pull up some information, after all the slavers would be happy to make a quick profit and start on the next profit right, instead of going back to a big town? Similar to the old bandit capture menu where we could see more then just the race and gender, and had the option to mind read for more information. Or maybe it being a blind choice is intentional there.
The explore aspect of the game really is still demo version so I expect it to be fleshed out yet, just proof of concept, but this is my interpretation of their comment, they want to know if can make a informed decision to keep the slave or not based on potential traits/skills/ and or statistics like we can when choosing to hire/buy slaves and peons.