First, just because you can't see any harm, doesn't mean the hen doesn't.
Second, do you mean to say that being underpaid is worse than being a slave, albeit to a kind slave owner? Or that humans have a higher moral status than do the hens, if so on what grounds?
Third, the error you are making is the same in both cases you bring up, and that is to analyze the situations on population level, and making judgments in individual cases. The underpaid worker is free to turn down the offer. For them, being underpaid is apparently the best alternative. In a buyer's market, the laborer is at a disadvantage, especially those with no qualifications. If they are victims, they are victims of an economy or political system. And these systems are controlled top down, judged on a population level, while everyone living in them operate on an individual level, and that's why politics never work very well. We can't say in each individual case that the employer is unethical, or even that the worker is even underpaid. In relation to what? What you would like that individual to have, or what they are naturally entitled to on some grounds, or what other people in different circumstances are paid? Ought we to force his or her employer to be more charitable? That seems uncool, to force people to do things. Ought we to force the population to pay more taxes to give to poor workers? Taxation is very questionable too, and always done under a threat of violence. To treat individuals as mere tokens of a population does not make much sense, but this is what consequentialists do. And if you are a consequentialist, you can't really complain when consequentialist reasoning leads people to make decisions that feels bad. Just because you don't like the migrant workers being underpaid, someone else judged it conducive to the greater good.
To make comparisons of what is more or less ethical, you need to be very clear with what "ethical" means in the context, on what theoretical foundation you are making that judgment. But then your opponent can argue against your foundation, or the premises that on your foundation leads to your conclusions, or the logical structure of your argument. And the first problem with consequentialism is that the individual has the moral status of being a mere token of a population, a carrier of utiles, and the utiles are what matters. The individual is fungible. The end is the sum of utility, and the individual is nothing but a means to that end. Even good intentions with low utility outcomes are wrong on this foundation. Be careful when you choose a foundation, as a lot of strange conclusions may also follow from it's adoption, that you then also have to accept. The second is that it's impossible to calculate the utility of any action in the long run, globally, which is what the theory demands. We are doomed to guess and in every situation probably making suboptimal decisions, which is unethical on consequentialism.