Some companies have this type of policy where they do not provide salary slips to their staff.
FYI - I am working with a private limited firm, which is a sister concern of a huge parent company. To my shock, I came to know step by step that here they do not practice providing salary slips, formal appointment letters, confirmation letters, appraisal systems, medical insurance, proper leave systems, etc.
Anyways, if you have joined the firm, now learn, grow, increase your capabilities for at least a year, then look out for a good company and confirm with them beforehand about these things.