I don't know Cubian, but i'm using Slim (so as Cubian as i read in the official site) to autologin Arch (in my mame cabinet).
I'm using the default_user option (i didn't get it if you don't want to use that) but to make it work I also needed to configure .xinitrc in the default_user homedir.
From my slim.conf configuration:
login_cmd exec /bin/bash -login ~/.xinitrc %session
[...]
# default user, leave blank or remove this line
# for avoid pre-loading the username.
default_user charlie
[...]
# Automatically login the default user (without entering
# the password. Set to "yes" to enable this feature
auto_login yes
And my .xinitrc:
#!/bin/sh
[...]
exec xmonad&
exec wahcade
In your case I presume would be:
#!/bin/sh
exec mate-session
I hope i understood your question. Comment me something if I'm mistaken or something is unclear.