The warning linked from the announcement of Slingplayer Desktop for Mac 5.0.38 pointing to the article here shouldn't be necessary. Slingplayer Desktop for Mac 5.0.38 includes version 2 code signatures:
$ codesign -vd /Version\ 5.0.38/Slingplayer\ Desktop.app 2>&1 | grep version
Sealed Resources version=2 rules=12 files=57
There would still be a normal Gatekeeper prompt due to the existence of the com.apple.quarantine extended attribute (xattr) on a downloaded application, but the user should only have to click "Open". The only time the warning described the article should be seen is if someone downloaded the previous version of Slingplayer Desktop (5.0.30) for Mac and launched it for the first time under OS X 10.9.5. In this case the application would be flagged due to the version 1 code signature:
$ codesign -vd /Version\ 5.0.30/Slingplayer\ Desktop.app 2>&1 | grep version
Sealed Resources version=1 rules=4 files=46
In which case the best solution would be to tell the user to download the newest version of Slingplayer Desktop for Mac instead of the workarounds in the article. Possibly the issue is that the Slingplayer Desktop for Mac link on the Slingbox M1 setup page still points to version 5.0.30 rather than the current 5.0.38?