Assuming you're an arcane trickster, I don't see how this would require an official ruling. The gloves give you a bonus to sleight of hand, the arcane trickster's Mage Hand Legerdemain feature explicitly calls for a sleight of hand check. You definitely get the bonus.
I was hoping my Sneak thief would be able to use the +5 slight of hand advantage in conjunction with mage hand. Is that possible?
Assuming you're an arcane trickster, I don't see how this would require an official ruling. The gloves give you a bonus to sleight of hand, the arcane trickster's Mage Hand Legerdemain feature explicitly calls for a sleight of hand check. You definitely get the bonus.
The gloves give a bonus to your skill checks and the mage hand uses your skill checks, so no problem there.