Daggers can do either slashing or piercing damage, and have a range increment of 10'. I don't see anything in the rules to suggest that thrown they only deal piercing damage...though it seems like a reasonable rule.
Am I missing something?
Yes - It's Attacker's Choice
You always get to choose which one you want, even when throwing it.
If you wanted to houserule it that it only does one type when throwing it, you certainly could. But it's not a core rule.
The rules let you do slashing damage with a thrown dagger, and that's physically reasonable when spinning it.
According to the laws of physics, you get a large contribution to the kinetic energy of an object by spinning it - especially if the object is heavy and weghted in the correct way.
The linear momentum is one thing (ie: p = m × v), but by spinning you also get angular momentum: L = r × m × v
A thrown dagger will only deal straight piercing damage if you land a hit without spinning it. Otherwise it will be a linear combination. Imagine a spinning dagger, just as it is about to hit its target - it will be a slashing motion combined with forward momentum.
The faster you spin the dagger the more slashing damage you will do.