valueChangeListener is server-side event. It is generated after browser request is processed by the server (of course, for the case of changed value). rich:inputNumberSlider is a pure client-side component; like any input it doesn't cause interaction with the server itself.
You can add a4j:support so that it will send AJAX requests to the server in response to some browser-side user activity or you can use a4j:commandButton. Everything depends on the application logic.