Taofladermause has marked the bases of "rifled" slugs and with high speed cameras allowing slow motion viewing, show that the slugs do spin, but it is likely not due to the grooves outside the barrel, but when inside. As well, the spin might also be due to the boring/reaming and polishing of the barrels, leaving a memory if direction turning of the laps, etc.
Due to the shock wave form super sonic flight, there really isn't much 'air' in hard contact with the grooves in the first place. AS well normal rifled slugs are almost smooth sided by the time they leave the muzzle. Those I have recovered from snow were, even from a cylinder bored gun.
Due to the softness of the slugs (virtually pure lead) the slugging up(obturation)of the slug irons out the grooves during it's passage out the tube.
As well, there is a solid band at the bottom of the slug that runs all the way around the slug, which would prevent directional air passage from the grooves off the base. This area of the slug, is usually slugged up completely and smooth.
The only real grooves left are at the nose and running back, maybe 1/3rd of the slug's length.
Like most rifles, there are loads (& slugs) they prefer over others.
The harder they are driven, the smoother they should be. A 3" load pushing a 1 ounce slug out at 1,750fps, is much more likely to be distorted in this manner, than one of the shorty shelled slugs, however with those initial obturation in the oversized front 1/2 of the chamber, then hitting the forcing cone, would have an ironing effect on them as well, even though they are running only 1,200fps.