My understanding is that under heavy use the expansion and contraction as the disks warms and cools can cause stress fractures round Drilled holes. If you look at manufacturers sites you tend to find the slotted are recommend for track but the drilled are not.
I imagine the temeperatures achieved in normal road use are not as likly to cause this problem so pretty "drilled" discs can be used.
If you like the look but dont want to worry about cracks some manufacturers off "dimpled" discs where the hole isnt drilled through - cant remember who though.