Silly house (range) rules. It being their house, not mine, I either follow the house rules, or, leave, and stay away.
It is not that slam fires cannot happen, on rare occasions, to defective weapons, but it is silly to think that releasing the slide with the slide stop/latch/release increases the chance of a slam fire. One deals with the possibility of slam fire by following the fundamental riles of firearms safety, not by easing-down slides.