New answers tagged anti-aliasing
After playing with this some more here are my conclusions, should someone else come along looking at the same problem. The success I had exporting the entire image is due to the anti-aliasing option in the export dialog - not the Rasterization effect applied to the object. In other words, the implication that the Slice export function ignored the effect is ...
Your monitor uses pixels to display anything. There's no such thing as a digital display where pixels are not present, regardless of how an image is constructed. Some construction method do not output pixel data, but all displays use pixels.
To avoid jagged lines when you "Save for Web & Devices" in the tab "Image Size" set combo box at the bottom to "Art optimized" or "Type optimized" depending on the content of your image (by default this combo box is set to "None").
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