It's not an "Apple setting" that is your uissue. The iPhone/iPad sling mobile apps do not have the TV out fuctionality enabeled. this has been asked for several times by various users for just this reason.
You can however accmplish what your wanting by doing the following:
Jailbreak your iPhone. after jailbreaking open cydia and install an app like screensplitter which enabeles TV out capabilities to any app runing on the device.