Since there's no evidence that they know they are going to the slaughterhouse, particularly since they've never been there before, I would argue that they don't specifically feel distress about their destination being the slaughterhouse.
That said, I think it is reasonable to believe that the actual trip to the slaughterhouse is stressful.
They are herded into trailers or cars and transported to a strange place with strange sights, sounds and smells. Certainly that has the potential to be a stressful situation.