I think the key term of what Sligs look like in the concept art is that it is concept art. In concept art, Glukkons had hair. And, in concept art, Abe had a long amount of hair. In concept art, Intern's didn't need clothing. In concept art, Vykkers had two fingers on each hand. Now, I think the joints you see are joints simply to move the tail around, not distincint remains of legs. Another thing, would there possibly be a remain of a hip bone on the Slig?
On the official Crawling Slig, that was probably there to show the Slig's ability to move the tail. It is probably in that position to rest the tail muscle, since the tail is used to support the Slig in all types of ways already, and it needs rest for future use.
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