I've noticed this constantly happens with Sling. Roku search shows a movie as free on Sling and then I click to watch it and Sling launches and then pops up an error. If I go into Sling myself and search that movie, it's only available as pay-to-view.
My guess would be that Sling is providing Roku with inaccurate information. It's up to the providers to provide the information that appears in Roku's search.