I'm 80% sure that the Lord of the region an adventurer belongs to does get notified if he's executed.
Yes, somebody does for sure-
Commoner Executed (1 hour, 50 minutes ago)
personal message
A commoner, Alexandre, working on your grounds was executed by the judge of Kingdom of Alara. While just a lowly peasant, he still belonged to you. You should probably demand payment for your loss.
I take the point about it not being reported internationally. However, if you have an advy from your realm repairing an item for you and then next minute he disappears, you are looking for some payback for the lost item- and if there is a judge to blame, why, that sounds like it could generate an incident! In most cases, advies work more with the nobles in their realm than the lord of the region (I presume this is the region they spawn in?). So a realm wide notice would be nice.