With a confession like that, I want to see him free her from slavery.
He tried that before. Both Roxanne and Sherry turned it down because they act like remaining his slave shows the depths of their devotion to him or something. I think he intended to make a will that would free them to be able to inherit all his stuff if he dies, but I can't remember if they said no to that as well, basically dooming them to die along with him if it came to that.
Not that we can expect a whole lot different because Japan really doesn't see the issue that we might have with slavery being romanticized or treated as beneficial/meaningful to the slaves.
The plot hasn't stagnated, it's always been this slow
The chapters used to be like double or triple the length of what they are now,
and I'll bet if I look back at how the plot evolved, the number of chapters that passed between beginning and getting to the point of him having both Roxanne and Sherry with him is the same or fewer than have passed with us just watching them dither around and accomplish nothing except buying some mirrors or whatever.
EDIT: Just looking at chapter titles, Sherry showed up around chapter 38 and by 54 they had plunged headlong into the whole arc about getting her the 'master smith' job. That's pretty much the last time the story really did anything significant and since then it's been about mucking about in the labyrinth and getting stuff to sell so they could buy mirrors or whatever. I know from LN spoilers and TV Tropes' page on the series and whatever that there are other characters to come and it just feels odd that they've slowed to a crawl and not tried to keep an even-ish pace of introducing new characters in order to give us access to more story potential.