Try quitting Slack and just running this from the console.
It worked for me:
export SLACK_DEVELOPER_MENU=true
open /Applications/Slack.app
It worked for me:
export SLACK_DEVELOPER_MENU=true
open /Applications/Slack.app
SLACK_DEVELOPER_MENU=true /Applications/Slack.app/Contents/MacOS/Slack
Small nitpick, though. The dock is what runs the app switcher, not the Finder.