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Using the 1.0 release of jQuery mobile, input elements with a type attribute of "range" that are in dialog pages do not get fully enhanced to become sliders. This doesn't happen to range inputs in a non-dialog page.
This happens in the latest versions of Safari, Chrome, Firefox, and IE. In Safari and Chrome, the jQM slider has a smaller slider next to it using WebKit's built-in range field styles. In IE and Firefox, it looks like a plain square-cornered text field. I haven't yet tried to duplicate this issue using a mobile browser.
The problem seems to be that the input element itself isn't getting its type changed to number, and isn't getting its full complement of jQM classes applied.
Work-around: give the input a type of "text" and data-role="slider".
It looks like this issue has been resolved in the master branch, so expect it to be resolved in 1.0.1.
In the mean time, I would recommend going with your work around.
This is fixed in 1.0-stable: http://jsbin.com/imubud/12 it will be in the next maintenance release.