Ok just spent 20 minutes looking at this, first I checked the MSN website on four devices and the slideshow I experimented on did indeed work on my phone and Xbox One, but not on my laptop or Surface Pro.
On those last two all I got was the blank black box. So I thought it through, on those two I had enabled an add blocker as suggested by this site some months ago as it was taking ages to go back a page, it also stopped the adverts.
So I went to IE desktop mode and tools, manage add on's and disabled Easy List from there and then restarted IE and low and behold the slideshows work, enabled it again and they stopped working.
So I now have a choice, adverts and slower back button response or see the slideshows. Life is tuff isn't it.
Hope that helps you.
Edit just got my lad to try using Chrome and the slideshows work regardless of him turning adblocker on or off.
Bob