"/" escaped for URLs in ~JSON-LD?

Your message is slightly confusing, I imagine because the forum software itself is interpreting your escaped-slash \/ example in your post, so both look the same.

Forward slashes are indeed escaped in the JSON-LD output, it’s a PHP JSON encoding default which is there to avoid security issues with rendering JSON in HTML.

The escaped slashes shouldn’t matter to any parser, whether plain-JSON or JSON-LD. Forward slashes are one of the characters that has a defined “short” escape sequence in JSON. Are they actually making a difference somewhere for you?