From here:
I knew Trevor [Horn], who produced it! We were sitting — where the hell were we sitting? Right, there used to be a great fish-and-chips shop in London behind the Notting Hill Gate Cinema. Served great fish and chips. I mean, really. And I was in there and Trevor, he was there at another table, and he said, “What are you doing after fish and chips?”
He said, “Orson Welles is dead, and I need a voice” — it was very funny — “Orson Welles has died, and your voice is pretty good. Why don’t we come back to the studio, we’ll smoke a large spliff” — which we did. We went back to his studio, which was around the corner. And he said, “I want you to do this Slave to the Rhythm.” So we did, had a great time for two hours, went home and that was it.