Just put some SLX brakes on and it takes quarter of the lever stroke before anything seems to happen.
My other SLX don’t do this. Is a bleed needed?

ime every shimano brake ive ever fitted – and thats a fair number from my shop build days . has benifited from a bleed.

+1, never ever send a new set out on a bike without bleeding air out of them, occasionally just a couple of small bubbles, but usually quite a lot, resulting in a much improved lever feel and less chance of no brakes following upside down incidents.

Fitted a few and none IME. Doesn’t mean none ever do though!

This may sound silly but have you checked any bite point / lever adjustment screws?

I spent two hours bleeding some Deores only to realise the flipping things had a screw thing behind the blade that affected the bite point and feel. 😳

Quick 5 minute bleed using this technique never hurts. A very quick job

http://www.epicbleedsolutions.com/blog/5-minute-shimano-mini-bleed/

Just used the method above and out came the little bubbles. While I was at it I thought I would do a full bleed. No further bubbles came up.
Handy hint and I now have nice brakes.