I connected the antenna cable but I wonder why. The slingbox has no Freeview capabilities.
I have no problem watching Freeview through the coax input on my Pro-HD. It works perfectly. Why do you think it doesn't work ?
Also my Sky HD box has no component video out so I am stuck with standard definition. Why no HDMI?
When the Pro-HD was produced, HDCP had just been implemented, making it difficult to implement HDMI. Remember the whole idea of HDCP is to prevent you streaming HD protected content other than throuigh a TV and that is what you are trying to do. That was why Sky stopped fitting the compenent output. Other manufacturese simply disabled the component output if the HDMI was used. Also, you could not stream HD content remotely anyway so SD was sufficient. Even now, a few years on, you will find that the HDMI on the 500 will not work perfectly unless a component output is also plugged in.
Separately why can't we have the slingbox 500 in the UK?
You can. You just need to either import it or get someone on holiday to bring one back. And I am sure it will arrive eventually. Remember, there was quite a gap between the Pro-HD being released in the USA and then being available in Europe. Bottom line: Echostar is a US-centric company so the USA will always come first.