Short answer: Yes.
The long answer might include some potentially controversial points; I am not an anthropologist or sociologist, but here goes:
Long Answer:
Humanity thrives on structure and the known. Our desire to rationalise and structuralise the world around us results in the creation of a number of religions and philosophies, from Zeus and Anubis to the Christian God. This desire to rationalise has also developed our scientific curiosity. Both Science and Religion aim to give a structure and a meaning to our lives. I posit that "Society" is a further method that is used, subconsciously, to give our lives structure. Therefore, we not slaves to "society" but slaves to our subconciousness and our innate desire to structure life.
In any "Society" or group of people, we see that structure forms. This comes from a (percieved) need for specialized roles. For example, the gender roles that exist (in part) from when men hunted and women cared for babies. Other specialized roles include the shaman, witchdoctor and the early priest. These were people who had more "wordly" or theological, sometimes scientific knowledge than the rest of the tribe.
Having specialised roles creates an imbalance of wealth. Casting our minds back, we can imagine that something is wrong with us - it might be diarrohea, it could be gastroentritits, it could be halloucinations. The person that we would visit or would be sent to us, would most likely be the witch doctor. This is the person in the tribe or the group of people who is most likely to have a remedy for our situation. They have more "knowledge" than us. This means that we rely on them. We are dependent on them. Already a form of slavery exists.
For much of the world, now, the "knowledge" and structures within society are different. It is now that we have big corporations and big religious institutions. Some of these institutions overtly try to control our lives, some covertly. Governments also exist, and these also control our lives to the extent that we are not truly: I am not free to, if I so wish, to run down the road, naked, and kill.
By themselves, these organisations do not make us slaves. However, it is because we have a very limited alternative, no way out, to these organisations that we become enslaved. There is no way for us to "opt-out" of law, or from seeing psychologically persuasive advertising. We may be able to turn our TVs, radios and computers off, but we will still need to eat. For the vast majority of us it is unfeasible to go back to a hunter-gatherer lifestyle, so we visit markets/supermarkets. Here we are exposed to cleverly designed packaging, strategically placed foodstuffs and offers all designed to change what we buy and how much we spend.
Further, we are unable to be free from work. In years past we would work out of necessity (food/hunting) and potentially self-reliant. However, as societies form, we become interdepedent: why should I farm when I can cook - you can do the farming. In the 21st Century this has become international, and we have countries that produce, others that do accountancy, and more that primarily consume.
If I chose not to work, in the UK, I will be looked after by the Welfare State. I will be given monetary support, housing support and, even if homeless, I will still be reliant on the charity of strangers: In none of those positions am I "free."
Having now explained that humans are slaves to society, I resume my discourse on why society exists and that, we are actually slaves to our minds not society itself - that society is simply a "mechanism."
As explained, we create religion, science and society. Why? Because we need to know how things work, and we are primarily concerned with survival. By knowing what exists we know what to expect, we are able to minimise risks and live longer lives. If we are unable to become immortal, we produce offspring; in areas where infant mortality is high, we produce more. This is to secure our bloodline, so that "we" will continue, in part, for ever.
Society offers us an efficient way for us to become "immortal" - if we say that immortality is the continuance of ourselves through our offspring. We make societies because it offers us the greatest chance of survival.
I think that's it.