Mine did & it was a pain in the arse to get back on.
I'm no expert but if I had to change a slave cylinder again I'd do the following:
Remove the pipe from the slave cylinder then remove the two bolts, ease the cylinder back about 10 mm then grip the rod with a pair of narrow jaw mole grips, try to hold the rod in position whilst you remove the cylinder.
Before you push the new cylinder on to the rod give it a clean and lube it with some new fluid, grip it again and push on the new cylinder.
If the clip that secures the rod to the clutch arm does come off it is possible to get it back on without taking the gearbox / engine out but it's a sod.
HTH's
Mick.