Who says it hasn’t happened? :P

If it hasn’t I would just assume that Slackware isn’t a big enough target and that anybody in the position to man-in-the-middle a large number of people would have better targets. I mean, to be clear TLS is not a silver bullet either, but it goes a long way for ensuring the integrity of the data you receive over the internet in addition to hiding the contents.

Distros usually sign their ISOs with PGP as well (Slackware does this), so it’s a good idea to verify those signatures as it’s a second channel that you can use to double check the validity of the ISO (but I’m not sure many people actually do this). Of course, anybody can make PGP keys so you have to find out which key is actually supposed to be signing the iso, otherwise an attacker can just make a bogus key and tell you that that’s the Slackware signing key (on the official website too, because it doesn’t use tls!). The web of trust arguably helps some (though this can be faked as well unless you actually participate in key signing parties or something), and you can hope that the Slackware public key is mirrored in several places that you trust so you can compare them… but at the end of the day for most people all trust in the distribution comes from the domain name, and if you don’t have TLS certificates you’re kind of setting up a weak foundation of trust… Maybe it will be fine because you’re not a big enough target for somebody to bother, but in this day and age it’s pretty much trivial to set up TLS certificates and that gets you a far better foundation… why take the risk? Why is it smart to unnecessarily expose your users to more risk than necessary?