Why is the euphemism "comfort women" so heavily used?
According to Kirsten Orreill, 'Who are the Ianfu (Comfort Women)?', in New Voices in Japanese Studies, 2, the term is a calque, a literal translation of the Japanese bureaucratic term:
The term itself is translated from the Japanese abbreviation Ianfu, hereafter referred to in this paper. As the Chinese characters 慰 安 [i : an ] (comfort or solace) and 婦 [fu] (woman or wife) suggest, the women’s literal purpose was to offer solace and comfort to Japan’s Imperial Forces. However, the initiation of the Ianfu system was primarily a contiguous response to the Nanking massacre where it became evident to the Japanese authorities that future measures needed to be taken to minimise rapes of local women by Japanese soldiers in war zones. Thus, in order to minimise these rapes,the Ianfu system was used to procure women for the sexual gratification of the Japanese soldiers.
It's used, then, because it was the official name of the program. An analogy is the German euphemism Endlösung, 'final solution', the official term for the Nazi campaign of terror and genocide against the Jews, Romany, Communists and other undesirables. I don't think anybody is misled by either euphemism today (supposing anybody ever was). Indeed, their use tends to lend an extra chill to references: it reminds us of what Hannah Arendt called "the banality of evil".
As suggested in the comment, there are alternatives such as sex slaves, forced prostitutes or enforced prostitutes, etc. There has been much debate about whether to call them comfort women is appropriate and right because it doesn't have any connotation of forceful and cruel characteristics of the sex slavery.
In the linked Wikipedia article about Comfort women they were:
women and girls who were forced into sexual slavery by the Imperial Japanese Army in occupied territories before and during World War II.
The word 慰安 (comfort) was also used to describe Japanese prostitute stations set up for occupying Allied troops immediately following Word War II.
The Recreation and Amusement Association (特殊慰安施設協会 Tokushu Ian Shisetsu Kyōkai (Special Comfort Facility Association)?) (RAA) was the largest of the organizations established by the Japanese government to provide organized prostitution and other leisure facilities for occupying Allied troops immediately following World War II.
The RAA established its first brothel on 28 August: the Komachien in Ōmori. By December 1945, the RAA owned 34 facilities, 16 of which were "comfort stations". The total number of prostitutes employed by the RAA amounted to 55,000 at its peak.
You could notice how inappropriate (or weird) the Recreation and Amusement Association sounds.
The same Chinese characters 慰安 [i : an ] (comfort or solace) were translated into Recreation and Amusement in the name RAA. The name 特殊慰安施設協会 should be translated word-for-word into Special (特殊), Comfort or Comfort Station (慰安), Facility or Establishment (施設), Association (協会).
It would be far mare inappropriate to call them Recreation Women or Amusement Women. Comfort women became an appellative or quasi-proper noun to describe those women forced to work as sex slaves in Asia during World War II.
The Ngram Viewer for comfort woman and comfort women shows that both terms are (relatively) new from around 1990s and this Ngram Viewer shows that the word sex slave and sex slaves are also relatively new.
Japanese government and Korean government recently reached an agreement on the settlement of a long-lasting issue of Comfort Women, which has been a persistent stinging thorn to our heart.
“Comfort Women” is a direct and literal translation of Japanese words, 慰安婦. But many people forget that it is always preceded with the word, 従軍 meaning ‘in, or serving for military service.” The “formal” description of “comfort women” is 従軍慰安婦, and its verbatim translation is “comfort women serving for the armed-forces.
The original intention of military-ruled Japanese government before and during WW II was, as I understand, (1) to provide solutions to soldier’s instinctive sexual desire, and (2) to protect soldier’s doing barbarous acts such as raping of local women by venting their sexual instinct through “Comfort-Women-in-military-service system.”
It is well-known fact that Japanese authority offered to set up R&R (Rest and Recreation) Center for Allied Occupation army to then GHQ in fear of massive outbreak of violent activities caused by oppressed sexual instinct among stationed occupation forces, and put into practice immediate after the WW II. Please note that I have no intention to argue wrongness or righteousness of such practice here in this site.
Now, why is the euphemism used so heavily? It’s not euphemism. It’s a part of 従軍慰安婦 which was used publicly – I’m not saying officially – in Japan during the war time.