I have attached (at least tried too!) a very good evidence-based review of painful shoulder after stroke, giving an overview of the condition and the different ways it can be treated. Apparently strapping does relieve pain, but doesn't appear to improve function. Slings don't appear to prevent subluxation either. The only bright side is that some subluxed shoulders aren't painful. Pain seems to be more related to spasticity
In case I haven't managed to attach this doc, it's called The Painful Hemiplegic Shoulder, by Debbi Harley.