The suggested fix found in the a FreeBSD forum is to create a `~/.xinitrc` and call your desktop manager, lumina in my case, from it. The `.xinitnrc` also has to have the executable bit set.
As in:
cat << EOF > ~/.xinitrc
exec start-lumina-desktop
EOF
chmod a+x ~/.xinitrc
After this change, I am able to login using `slim`.