For the protein, i would assume it's a substitute for eating the necessary bulk of food to allow your body to build its muscles. Building muscle is not something your body does lightly it requires a lot of resources, and it's not its top priority. It will (as i understand it) only happen when your body is rich in energy.
From my very scant knowledge of the subject, to build muscle (and not get fat, and lose the definition) you go through a cycle. You bulk (feed your body with excess nutrition, which includes proteins, fats and carbs), during this stage you build large amounts of muscle and your fat percentage rockets as well. Then you go through a cut, where you reduce massively your intake to a level that burns up your fat percentage while not breaking down muscle. The percentage can vary between 20% and 10% during these stages.
If you tried to do slimming world without any modifications while bulking up, well, you just wont bulk up. You would need a separate stomach to eat enough of the food necessary to fuel you.
You can burn or you can bulk, but its really hard to get it just right in which you burn the fat and build the muscle at the same time without a very scientific approach to managing your energy requirements (this doesnt apply in regards to just getting nice and lean, just for building).