The reason that Okra is naturally slimy is due to the mucilaginous which is what the okra pods are called.
The mucilaginous or pods of the okra is what causes a slimy feeling of the okra especially when cooking it and it's very natural.
The slime of the okra contains soluble fiber that we can digest and which is healthy for you to eat so it's not a bad thing when the okra feels a bit slimy as long as the okra still smells good.
You can minimize the sliminess of the pod of the okra by keeping the pods intact and briefly cooking (think stir frying) the okra.