Sometimes little shreds of rubber in Slime get into the valve in strange ways that keep them from sealing or from allowing air in. I would guess your tubes have Schrader rather than Presta valves. When I have had these problems I introduce a few drops of water into the valve and work it back and forth. That usually clears the blockage. On Schrader valves I remove the core and use a Q-tip to swab the upper part of the stem.

I have had a love-hate relationship with Slime. After learning to use a few drops of water to clear the valve area, it has been mostly a "love" relationship. We have more than our share of goat's head thorns where I live. Tire liners stopped most, but not all of the goat's heads. But, they also destroyed several tires and tubes. I have removed them and am depending on Slime alone. I would advise not to give up on Slime yet.