It seems that you are having some issues with the Slingbox PRO HD, since some channels do not stream the audio signal.
Most of the times, this issue is related to the usage of the HDMI cable. I recommend you to check if you are using this cable in order to get the TV set- cable box connection. If you are, I encourage you to remove it and use the Component cable instead.
If not, you must take into account that there are some channels that are encrypted and the Slingbox will not be able to stream the signal out. In any of the cases, I recommend you to check the following links.