I believe Sainsbury's Statement does state that all entities owned under J Sainsbury's PLC have been included in the consultation process as it clearly emphasizes that their brands and connected services fall under the scope of their Modern Slavery assessment. In the fine print on page 4 it explicitly states:

"1. This statement sets out the steps taken by Sainsbury’s Supermarkets Ltd, Sainsbury’s PropCo A Limited, Sainsbury’s PropCo B Limited, JS Information Systems Limited, Sainsbury’s Tyne Property Holdings Limited, Sainsbury’s Thistle Scottish Limited Partnership, Argos Limited, Nectar 360 Limited and Nectar 360 Services LLP, all of which fall within the scope of section 54(2) of the Modern Slavery Act 2015"

They also add that this report does not include a sector of their business, Sainsbury’s Bank, and then link their separate Modern Slavery Statement, www.sainsburysbank.co.uk (Page 4). This shows their commitment to clarity and transparency in human rights reporting under the Modern Slavery Act.