The reason importing it directly onto your computer doesn't appear to work is due to the way the iPhone plays back slomo videos.
The video itself isn't shot in "slomo", so to speak. Rather, it's shot at 120 frames per second, a typically higher frame rate than normal video recording.
This is significant because if you were to playback that video at 30 fps, the videos would appear to be playing in smooth slow motion because there is 4 times the frames to display. So, when you playback a video the iPhone is converting the selected section of the 120fps video into 30fps, giving it the slow motion effect - the whole video COULD be watched at a normal speed with no problem. When you import the file onto your computer, it is just a 120fps video file - it doesn't know when or where to convert it to 30fps, which is why it appears as if it "lost" the slomo when really it's playing in its native 120fps.
You can easily restore that slomo effect with almost any video editing software by slowing down the video (to 30fps, or any other speed for that matter) , just as your iPhone would do - you just have to do it manually (which could be better in some cases).
Alternatively, you should be able to imessage your video from your phone to your Mac without any considerable quality loss.