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Slavery of captive women of the enemy

Does Islam allow Mujahideen to have sex with enemy’s captive women / slave girls?

Answer

No, Islam doesn’t. It was only during the time when slavery was allowed that captive women used to become slave girls and a soldier could have physical relations with the lady who would become his slave girl. this was a temporary arrangement which was eliminated gradually by Islam, because sudden elimination could have caused more problems than it would have solved.
For more details please see “Islam view on Slavery and Slave Girls”.