It's probably because you have multple connections from your DVR box. Although its not common place for all manufacturers. In some cases when you have a HD connection and a SD connection then the some features will be default to the HD only. This is due to the set-top box, it could be possible there is a setup menu to change this; however, you'll need to consult its manual or television's providers technical support.
One way to ensure that the Slingbox can see exactly what you see on the TV is to streamline the connection. This means connect the video inputs from the set-top box into the input of the Slingbox, then use the ouput of the Slingbox into the television.