The reason Princess Kayla keeps her slave “Stupid” leashed and blindfolded is because he doesn't need to see. The only thing that matters in his life is slavery and service to her, to blindly serve her when she demands without taking any time to think about it. The leash reminds him that he is nothing more than an to her, a beast to be tamed and molded to massage and pamper her feet. Hence the leash and blindfold psychologically better prepare him for his new life of service to womankind.