The SD card slot is for media, like movies, pictures, music.
And its the devs who decide if their apps can go to the SD card or not. For example, Asphalt, Bard's Tale and Hearthstone can put up to 2GB of data on the SD card because their devs coded it that way.
An option is to turn on adoptive storage, to have the SD card be used as an extension of internal memory. But this will render the card useless for anything other than being on the phone. It can't be read by a computer anymore via card reader. Also this will make the phone slower, especially if you use slower classed cards, because SD cards are slower than the inboard flash memory. They also have a limited write number, hence they will fail early on if used as part of the main storage. Also, SD cards have a pretty high fail right in relation to onboard memory. If the SD card fails while being used as adoptive storage, worst case scenario is that all data placed in the card is irrecoverable with several data in the phone memory broken, requiring a factory reset. This is mitigated somewhar by making sure you use a genuine high quality high speed card (Samsung/Sony/Sandisk/PNY/Transcend/Kingston/TDK of UHS1-UHS3 speeds).