Yes, this is normal. DirecTV uses high definition content protection (HDCP) through HDMI for premium movie channels (e.g. HBO, Showtime), PPV sports (e.g. boxing, UFC), and possibly other programming.
It's unclear exactly how your TV's and Slingboxes are attached (cabling, order that things are plugged in). More detail might lead to better answers.
It looks like you are running into HDCP. This only occurs when your cable box or receiver is connected to a device over HDMI. The recommendations are to completely unhook all HDMI cables, and only use component cables
To learn more about HDCP, I would recommend reading this article below:
Hope this helps!
Sling Media Moderation Team
I have a second sling box hooked up to a Sony Bravia 65 inch 4K TV and can view my movie channels without a problem. My other TV is a Sharp 85 inch Hi def LCD, only about 3 years old. When I try to view movie channels with my sling box in place, I get a message indicating that I am unable to view these channels due to copyright issues associated with my HDMI hookup. It asked me to rather use "component cables" for the hookup? If I take my sling box out of the loop and plug in the HDMI directly from Satellite box to TV, the movie channels now work. Anyone had this trouble before? Oddly, it work fine prior to a couple of weeks ago. Firmware and Sharp are up to date. Please advise.