Ocasionally you might encounder a feature that is too small to be included in the ZonalStatistics layer - for example, a parcel that is smaller than a pixel or perhaps just happends to not in the center of the pixel. In that case, you can convert these features that "didn't make it" to points (use the FeatureToPoint tool), and then get the coresponding Slope value using the Sample tool in Spatial Analyst.