You're now descending into tropes, and that's a whole lot to infer from one passage. The plain meaning is that they personally were not slaves. This is shown by Jesus's direct answer, not about genealogy but about personal enslavement to sin (John 8:34). When he gets to genealogy, he agrees they are Abrahamic in one sense (birth, 37), but shows they are not Abrahamic in another sense (behavior, 39), so (just as with the nationality) the judgment is not about genealogy but about whether one does what a birth-or-converted Judahite does.

Since both Edomites and Judahites were required to keep the festivals to maintain citizenship, the main reason for including this statement is irrelevant of race: namely, that the Passover festival required reciting that "we" had been slaves in Egypt. So John is adding an indirect demonstration that the issue was (not genealogy but) doing what the Israelites did. (In fact, Judah himself volunteered to be a slave in Egypt, so there's an additional layer.)

Of course, the Edomites as a people were enslaved repeatedly: they were a vassal of Judah from David until Jehoram, then rebelled, then were conquered by Nabonidus of Babylon, remained stateless under Persia, were subjugated under Judas Maccabeus in 163, and remained subject to Hasmonean polity until Herod ruled unopposed in 37. So that totally defeats the idea that "never in bondage" refers to Edom.