If you want one, then build one. But then maybe you can't have 4 RCs, 5 warehouses, a tournament grounds, two banners, 2 workshops, a healers, 2 academies, and a smithy. So sell a workshop and a warehouse, and build harbor and shipyard. Really, does that sound so restrictive? And that's a city with only 31K pop. Not all regions need that much. Rurals only need maybe 2 rcs and one granary, can't have healers, workshops, smithies, academy, tournaments, etc.
I don't see any reason to worry about slots until someone comes in with some *real* examples of running out of space in real regions.