So you want to create slides, not drones. Slightly different thing 
So when we are talking about gliding notes, we are actually talking about the synthesizer end, not the sequencer.
In practice a slide is when you activate a note when a note is still holding on that voice.
So on a mono synth this is fairly simpel to understand. Synth has to have glide enabled. So you have a note holding and punch in another note. This will make the sound “glide” from one pitch to the new pitch.
On a polyphonic synth this is a lot more complicated. Glide is essentially “bound” to a voice. If you have a 6 voice synth and have only one voice sustaining and punch in another, then it will simple activate the 2nd voice, no glide there. And the 3rd and the 4th… until you have all 6 voices sustaining. Then now the next note will essentially “steal” the first voice and “glide” to the new pitch.
So long story short. This has to do more with the synth than with the sequencer. On the Pyramid side for a note to glide, you have to have the note lenght to be as many “pads” as there are between the note and the next note. So all you have to do is make sure a notes lasts until the next note starts.
There is also a quick way to insert gliding notes.
If you insert a note in STEP mode with a “double-tap” then it will insert an “accented” note by default (this means a note with half the velocity). Great for drum tracks!
Settings - > Misc - > Double Tap Mode
In NOTE and CHORD stepmodes, double tap a pad to enter velocity accents or gliding notes. Glides only works with compatible synths: if two notes follow, the first one must be double tapped to create a glide (= an overlapping) between these two notes.
So set it to “Glide” mode and now when you insert notes with a double-tap, their lenght will be automatically set at the time of insert to last until the next note (be cautious tho, if you move notes or insert notes between, they will not automatically be updated).
Hope this helps 