The Identities tab is where user-level modifications to integrations are made, if required by the integration for proper functionality.
Although the Slack integration is made at the organization level, you are able to manage your own personal Slack notifications.
If your organization has a Slack integration, you can setup your personal Slack account so that you can control which notifications are received relative to your organization's communication settings. For example, you might not want every notification sent out by your organization.
To configure your Slack notifications:
Press the Fine tune the notifications button in the Slack identities panel.