Indeed, I don't think any other visible characters are sold to slavery in this way. But there are definitely other references to slavery - eg. if you raid, you will sometimes explicitly get an event where "thralls" are shipped back to your capital.
Also, in case you were unaware, the in-game Children's Crusade is based on
actual stories from the period (although the events described in the stories probably never actually happened). In the story, the children were tricked onto a boat and sold as slaves to the Barbary pirates... so, yeah, I'm guessing that's why this special "death icon" exists. Maybe the devs had a vague idea that they would use "sold into slavery" for something else eventually (eg. the many ways a character can get sent to China), so they implemented a special icon, but in fact it was never reused before development stopped.