It's something I'm considering, but don't really think it will happen any time soon. The Brothel should be able to house 6, or 5 if you got Furo in there and didn't save him. You can release slaves which you have in your inventory though. Also, slaves in the brothel are mostly an aesthetic thing, they don't have any other functions aside from getting Goblins pregnant. Only House slaves are able to teach skills, ect.