Yeah, Ars is really too nice for his own good. I feel like the world that he is in is cutthroat enough that he would get take advantage of a lot. We saw it last episode too when he was so eager to buy "dragon eggs" from a street vendor.
Thing is, considering he's a kid of a backwater noble and slavery clearly is legal in that world, i don't see any other way he could have rescued her, had he just taken her by force she could have been legally taken away, bringing all sorts of legal issues to his dad and family. We'll see if the story gets far enough, if he can manage to bring an end to legal slavery in that country/empire