The way I see it, Raphtalia was worried of Naofumi cutting her loose at some point, now that she wasn't anymore bound to him. In the end, she knows he's a good guy, so there might have appeared any number of excuses for him to think it's not proper for him to keep dragging her around and exposing her to danger. I suppose she would have rather married him, but that not being realistic, getting back the slave status would be the next highest assurance he doesn't push her away.