Yes the "on-escape" component just attaches an escape handler to the document. One of the reasons for it is just to not have to write that code yet another time, since doing that is boring and, more importantly, prone to bugs.
But the other reason is that it turns this:
document.attachEventListener('escape', fn, false);
It's also more performant than attaching tons of different escape handlers, because across all components everyone will share the same event listener. Even for components that somebody else wrote and you're just using.
So yes, there's a component just for onEscape.
There are some components that bundle several components together, e.g. component/dom or component/enumerable. And there are certainly more general components for key handlers. But if you need just one piece of it, you don't have to install the whole bundle. And if you use it just once or a few times or in limited contexts, you're right, you can inline it and skip the dependency altogether. But the point is you have a choice depending on your needs.