The distinction is purely academic, and worthless for real-world use. Sex slaves in America or the UK are not legally owned, but they are nevertheless slaves as far as anybody sane-minded is concerned. You would not dream of referring to them as "Sex 'slaves'".
Particularly, The Guardian has not made this distinction in the past, search for "site:theguardian.com sex slaves"
(Further note that one of the methods of coercion being used in Qatar, taking the persons documentation and putting them in an immigration bind, is famous for being used in the sex slave industry)
I disagree with your assumption that sex slaves aren't by definition 'slaves' because they aren't legally owned. They are bought and sold (from what I've learned at the movies) so to me they are actual slaves.
Note also that his emphasis was on legally, not on "owned": It's not legal to buy and sell people, therefore one cannot legally own slaves. The fact that people exchange money for them, and treat them as property, does not make it legal, but their treatment definitely makes it slavery.
Particularly, The Guardian has not made this distinction in the past, search for "site:theguardian.com sex slaves"
(Further note that one of the methods of coercion being used in Qatar, taking the persons documentation and putting them in an immigration bind, is famous for being used in the sex slave industry)