I am strongly in favor of having slices. The main motivating factor for me, labelled dimensions in xarray, would be much, much less useful without support for slices. In fact, as PEP 472 currently mentions, the big benefit of indexing over method calls is that indexing supports slice syntax while method calls don't.
In a more general sense, I feel not allowing slices would create an artificial distinction between labelled and positional indices that I don't think is justified. They would work the same, except for slices where labelled indices behave differently. It would be a strange gotcha.
So I think any revision to PEP 472 or new PEP should directly and explicitly support the use of slices.
_______________________________________________