When using PythonSlicer, setting PYTHONSTARTUP works as expected.
When using Slicer, there are no support for PYTHONSTARTUP environment variable because Slicer application embeds the python library and the logic handling PYTHONSTARTUP (specific to the python interpreter) is not considered.
In the case of the Slicer application, you should instead considering using the Application Startup File
To provide a more targeted answer, could you provide more details ? What are you trying to achieve ?