I see him expressing interest in having sex with women...

Sure, by using an adjective that became widespread in connection with cattle (rustling), and by using a noun that at the very least can be derogatory and objectifying based on intent. One of the most basic definitions of slut shaming is calling a woman a slut in order to denigrate her.

To say that saying "lets go have sex with women" is treating them like they only exist for male gratification sounds absurd to me.

That would be absurd, because your translation doesn't suffer from the problems with the original statement.

doubt you would object if he said "lets go play video games with girls" (or guys) and I honestly don't see why making it sex instead of video games makes it misogynistic.

The issue is not that sex is the subject. "Let's go have sex with women" doesn't have the same connotations as (rephrasing slightly to illustrate the point) "herding up some whores".

Not all of us associate the same negative connotations with the word "slut" as you do. Implying that being called promiscuous is an insult is exactly slut-shaming.

The issue here is how the characters in question are using the word. Regardless of the degree to which the word has been rehabilitated, that doesn't make it OK to use it in a demeaning, dehumanizing, derogatory, or objectifying way.

The only defense you can really make here is to claim that this isn't the sense in which it was being used. To know that for sure, you'd have to interrogate the characters on their attitudes, but on the surface, the way it was used seems to indicate a lack of respect for women as full human beings.

The argument you're making actually provides a case against trying to rehabilitate terminology like "slut" - with the case you're making, you could be the worst kind of misogynist who's delighted that their normal objectifying language can now in some sense be argued to be acceptable. That would imply that misogynistic attitudes, behavior, and language wouldn't need to change at all, but instead would gain a veneer of acceptability due to the efforts of people attempting to combat those attitudes and behavior through language.

If you've interpreted all the fuss about slut-shaming as implying that it's fine to go around using the term "slut" to objectify women as sexual objects, you've badly missed the point.