The escape characters are never stored in the database. They go away as the SQL parser parses your query.
Your question displays a fundamental misunderstanding of how escaping works. Escape characters are only a way to tell the parser to ignore the special meaning the parser gives to a character. After the string has been parsed into a structure in memory, there is no reason to keep the escape characters.
If you're seeing extraneous slashes, your server might be configured wrong and you might be getting bitten by a retarded PHP feature called magic quotes.