I don't know why anyone would want him to be real in the first place. Fuck every aspect of having to deal with the Slender Man in real life. He isn't some faceless old chum who just drops by to say hello. It's an Eldritch Abomination from some other plane of existence that enjoys causing humans misfortune and madness. We have enough of that in the world already. We don't need more of it, especially if it's provided by a being that is far beyond our comprehension. That's a huge cocktail of bad things waiting to happen.
I don't follow the Slender Man mythos because he's cool and awesome. I follow it because I'm a horror fan and watching Marble Hornets was the first time I had been legitimately scared by a movie/series in a very long time. Slender Man gets under my skin. So when people go around saying he's real, it comes off as foolish on their part. If you wish to vehemently claim that he exists, then you're wishing for something terrible to be out and about messing with out world. And I can't get down with that.