This functionality exists for Content Assets as a customization to the Page-Show
controller in older Site Genesis reference applications and sites. Unfortunately, if you want to do this via a Slot, you'll need to have some JavaScript execute to inject the CSS into the head of the page from either the slot configuration rendering template or from within the slot content itself. Slots are loaded and rendered by the Web Adapter layer which sits between the Internet and the Application Servers. This all happens after the rest of the page is rendered by the App Server.
Also, at this point, I'd consider using Page Designer components instead. Page Designer is expected to be globally available sometime this month. That said, if you need all the features of Slots, PD is not yet at feature parity with Slots. (In terms of scheduling, targeting groups of customers, etc)