Are you making a technical argument that strictly interpreted it is stealing, or are you morally defending slavery on the grounds that in some cultures it is legal and in some cultures it is not? If it's the former, yes, that is technically correct, stealing Kes makes Neelix a thief. If it's the latter, that is absurd.
Law is created by whoever has military and political control over an area at the moment. Strictly the act of creating that law does not make it a legitimate law if that power was taken by force instead of given by consent. And no law is legitimate if it violates people's natural right to life, liberty and property. Where slavery is legal, it is not a legitimate law. And while yes you will be punished for disobeying it, the legal definition of a thief is not the same as the moral definition of one.
As for comparison to 'moral watchdog' laws such as the law against prostitution or other mutual contracts, while I may oppose them, putting it on the same level as slavery is absurd.