Welcome to the community.
I just answered a related question here on hollow objects and the term Manifold in 3D printing terms. Here is the links if you are interested. Wrong geometry after slicing, why? - #6 by Olias
To answer your question. You’re trying to use the slicer as CAD. As you’ve discovered, the slicer really doesn’t do a great job at this function. If I understand your request, you want to do a simple cut out. But instead, you combined two geometries as one. The slicer will treat these as two solid objects and “slice” around the geometries which is what you are seeing here.
Ideally to work around this, you would want to do this in CAD. However, if you don’t have access to the CAD model, here’s what you might try:
- Make a copy of the original model
- Add a solid body(rectangle for the slot)
- Scale the second model with the rectangle to a smaller size(95%)
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Merge it into an assembly with the master model.
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Modify the second model type into a negative model using the model tab.
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Center the second model so that it is in between the first model. Since it is the same shape but smaller, it will act as a cutout for the primary shape because it is the same shape but negative.
Here’s an example of what they will look like.
Sphere with Slot example.3mf (72.8 KB)
I will be the first one to say however, that although this is doable, it is the worst possible approach but remember, you asked. 
The best way is via CAD.