Most likely the Comcast DVR was updated to for preferential menus display over a particular interface. Usually this is because of formatting the graphic overlays for high-definition screens is unsuitable for standard definition connections. This is usually a problem with there is a parallel connection to the TV from a high-definitino interface (HDMI, DVI, and/or Component) whereas the Slingbox is connected to a standard definition interface (S-Video, Composite, or Coax)
I'm afraid you're going to have to play around with the connections to see how you can get the overlays to show up on the Slingbox. The easiest way in my opinion is to connect the Slingbox in serial between the Comcast DVR and the television.