Enaml 0.6.8 is 30 versions old now. Please upgrade to the latest version. The Anaconda distribution ships with a reasonably recent version of Enaml.
That being said, this issue is still present in trunk. It looks to be an issue on OSX|Qt when a slider is a sibling of another widget which can accept focus. For reasons which I have not yet pinned down, the QSlider will not gain input focus on click or tab press.
On Windows, everything works as advertised.
Feel free to open a ticket, and I'll dig into it more when I have some free time: https://github.com/nucleic/enaml