Another important facet of the post-Emancipation question is that of Sharecropping. Sharecropping, essentially, is when farmers rent land from the owners, work it, and then pay their lease and other expenses back in kind (with their crops, hence sharecropping).
In the immediate wake of emancipation, many agrarian slaves found themselves without other skills, other prospects, or other places to go. They grew up on cotton farms, and many did not have the education or money to move somewhere and start a new trade. Rather, they stayed in the south, many with their former masters, and recast their relationship as tenant-landlord, rather than servant-master. Ostensibly, this meant that the former slaves went into business for themselves and were free to make money for themselves. However, American sharecropping was predatory in nature and designed to trap people.
They way it worked was simple: A landlord would offer to lease his land to farmers. He, or an associated store, would sell the farmer seed, animals, tools, even food and clothing all to get the farmer started. Come harvest time, the farmer would return to the store with his crops and sell them back to cover his debt. Ideally, they would get to keep the difference as profit. However, for many reasons (especially including creative accounting) many sharecroppers, especially the poor and uneducated slaves, inevitably found that they had borrowed more than they had earned. This meant that they had to settle their debts before they could leave, and that they would need more seed, more food, and more animals to get through the next years harvest. Because of this, many sharecroppers found themselves stuck in a downward spiral of debt. To be fair, sharecropping also plagued the poor, white population of the south.
But, if you add in the effect of Jim Crow, which grew along side Sharecropping, you see the south systematically trapping former slaves, stripping them of their rights, and even removing them their freedom of movement. While many blacks werent legally enslaved, they were reduced to a state of pseudoserfdom which made it extremely difficult for them to escape.
Of course this narrative is inconvenient for those who would later argue that slavery and Jim Crow was designed to help blacks. Instead, Confederate Redemptionists tried to recast slavery as a paternalistic institution which benefited blacks. And after emancipation, why would blacks ever want to leave their hospitable masters?
In some cases, slaves who were freed had grown up or even been born into slavery, and had no concept of an experience outside of it. These slaves were now faced with the task of finding food, shelter, and work, on their own. It was a completely foreign concept because they had been owned before, and it was all provided, albeit at a heavy price.
Note that this only applies to some slaves. As in any group of people, there were entrepreneurial types, as well as slaves who had had some greater experience of the wider world. While some slaves panicked at the thought of freedom, others rejoiced and flourished. House slaves would have had a different experience to field slaves for example. Some slaves rejected the institution of slavery, while others accepted that it was their lot in life. Some were loyal to their masters, serving throughout the Civil War while others had run for the north.
With these points in mind, it would be silly to say that they enjoyed slavery, but more accurate to assume that there were some slaves trusted the stability that it provided to them. This would have differed according to each individual experience, and the prospects each had of succeeding in the new society post-Civil War.
I don't fully understand how a slave would want to stay in their shackles ever, so I've always assumed this is merely post bellum revisionism, kind of how the issue of "state sovereignty" was sometimes, but not universally used, to overshadow the issue of slavery.
I do not know about American slave history, but it is not surprising if it would have been so. Not that slaves enjoy being slaves, but rather they do not know different life. To get into this mindset, I suggest reading this superb piece of journalism about modern slavery in Mauritania: http://edition.cnn.com/interactive/2012/03/world/mauritania.slaverys.last.stronghold/