Where in the game does it explain why some Orion women are basically slaves and some are combatants and some are the ruling class? Where exactly do Orion men fit in?
The whole "slave" thing is a con. Orion women are like Elasians. Their pheromones allow them to seduce and control men, infiltrating their enemies' power structure and gaining control over them. What better way to ensure the men take in these infiltrators that to offer them as "slaves"?
Presumably, a large portion of the Orion culture is dedicated to identifying and training those who are most suitable for this purpose. They are likely taught not just seduction, but how to defend themselves if necessary, not to mention techniques for spying and delivering information. I would honestly say that in Orion culture, these Slave Girls would not be considered a lower class, quite the opposite.
I suppose it's possible that in some cases, individual Orions might not care for this aspect of their culture and would want to escape from it, which might perpetuate the myth that in fact the "slaves" are actual slaves. And of course the Orions themselves would want their enemies to believe this so their deceit is not discovered.