Obvious foreshadowing aside, I really like how this characterizes him as someone who was already used to being treated like a slave before hand. Everything they made him do or make him do is already stuff his sister implanted into him, and so it seems natural that he has to lift up people or the like.
Also, nice detail in that he carries her because he subconsciously wants to protect her and grow stronger for her like a prince, so he's carrying her like a princess (or alternatively, carrying her like you would carry a corpse, if you have a more grim interpretation. Hopefully not foreshadowing)
Also, it's possible that Yuuki's sister will try to take control of him as a slave because she realizes its her brother and he'll have to comply to save his harem friends. You can imagine how that will end.