Vorkosigan Vashnoi isn't real to the children. It's simply yet another legend, one more story. They know Piotr was born there, but they're still young enough that Piotr himself is nearly a mythic figure. Little Aral was four before he was convinced Piotr was really real. Vorkosigan Vashnoi doesn't mean anything to them other than an exciting story of escape and revenge.
Aral learns what Vorkosigan Vashnoi means on That Night. Learns it means horrors and death and before and after in neat, terrible categories.
Piotr would have given Vorkosigan Vashnoi over again a thousand times to spare him that.