Is Italian sausage supposed to be slimy?

No sausage is supposed to be slimy, but any air dried sausage can develop a layer of salt and minerals on the outside of the skin which, when combined with moisture from the air, can be unpleasant and could be described as "slimy."

This is OK so long as it isn't excessive and only appears on the outside of the skin. It can be washed off, or ignored and taken off with the skin before eating. Storing the sausage in a well ventilated dry environment avoids most of this effect. Commercial sausages are often coated in a white powdery substance (based on rice flour, I believe) to help avoiding this effect.