You can achieve that if you use a physics behaviour instead of the platformer behaviour, apply impulse of 10 for example if the Right key is down, and apply impulse of -10 if the Left key is down. Set the ground friction to a value between 0.1 and 0.3.
You'll notice that when you switch from Left key press to Right key press while sliding, the player wont switch direction immediatly, instead he will keep sliding for a second then slowly gain momentum to the desired side.
I've tried it before and it worked for me, but you will encounter some problems with slopes.