A common problem with the Slingplayer for Connected devices, I'm afraid.
If you check the WDTV forum you'll see similar reports, including from myself, dating back maybe a year now.
I can only assume Sling don't care enough about this version of the Slingplayer to do anything about it.
Occasionally, if you're lucky, you'll get matt.sling or someone promising to get it looked at, but nothing ever seems to come of it. Probably because it's a free app they don't feel obliged to give it a certain level of polish.