Voluntary slavery was a real phenomenon. An oxymoron is not necessarily wrong.
Oxymorons are always wrong, and while the phenomenon may be real, the label is bogus. From the same source, (wikipedia)
"
Slavery is a system under which people are treated as property and are forced to work.[1] Slaves can be held against their will from the time of their capture, purchase or birth, and deprived of the right to leave, to refuse to work, or to demand compensation. In some historical situations it has been legal for owners to kill slaves.[2]
source
And no dictionary entry on slavery even hints that it may be voluntary:
slav·er·y (slv-r, slvr)
n. pl. slav·er·ies
1. The state of one bound in servitude as the property of a slaveholder or household.
2.
a. The practice of owning slaves.
b. A mode of production in which slaves constitute the principal work force.
3. The condition of being subject or addicted to a specified influence.
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1slave
noun \ˈslāv\
Definition of SLAVE
1
: a person held in servitude as the chattel of another
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slave
   /sleɪv/ Show Spelled [sleyv] Show IPA noun, verb, slaved, slav·ing.
noun
1.
a person who is the property of and wholly subject to another; a bond servant.
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slave (slāv)
noun
1. a human being who is owned as property by, and is absolutely subject to the will of, another; bondservant divested of all freedom and personal rights
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SLAVE. A man who is by law deprived of his liberty for life, and becomes the property of another. 2. A slave has no political rights, and generally has no civil rights. He can enter into no contract unless specially authorized by law; what he acquires generally, belongs to his master. The children of female slaves follow the condition of their mothers, and are themselves slaves.
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slave [ slayv ]
noun (plural slaves)
Definition:
1. somebody forced to work for another: somebody who is forced to work for somebody else for no payment and is regarded as the property of that person
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slave1 [See pronunciation table in "How to use dictionary" pages] [countable]
1SS someone who is owned by another person and works for them for no money
the slave trade (=the buying and selling of slaves, especially Africans who were taken to America)
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Main Entry: 1slave
Pronunciation: primarystressslamacrv
Function: noun
Etymology: Middle English sclave "slave," from early French esclave (same meaning), derived from Latin Sclavus "Slav"
1 : a person who is owned by another person and can be sold at the owner's will
Then there's its etymology
Word History: In the Middle Ages, Germanic people fought and raided other peoples, especially the Slavic peoples to the east. They took a great many captives there and sold them as slaves throughout Europe. The Slavic people were so common as slaves that writers of the time used the Latin word for "Slav," Sclavus, to mean "a personal slave." The Latin word became sclave in Middle English and then slave in Modern English.