Not all channel apps have been programmed by their creators to respond to Roku vocal commands.
You should be able to "load SLING" via voice command. Whether voice commands work for navigating within Sling depends on how its developers coded their app.
Roku Community Streaming Expert
I am not a Roku employee, only a user like you. Please, no support questions via private message -- post them publicly to the Community where others may benefit as well.
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Ultra 4800 | Streaming Stick 4K+ 3821 | TCL Roku TV 43S245/C107X