What really sells it is Spartacus' reaction. After killing his best friend, he's back in his quarters. He's clearly struggling to hold in his feelings. Finally, he snaps and smashes every breakable object in his room until he's left pounding the wall until his hands are bloody. When Mira finds him, he's weeping like a child, and the episode ends as he cries on her shoulder.
Really, all the main character's deaths count as this.
When Oenamaus is about to die in the pits, he hallucinates his younger self and Titus looking at him sadly. Fridge Horror occurs when you consider that Titus is the first person to ever believe in Oenamaus, his only parental figure, and probably the only person Oenamaus still believes in— and he's still just a guy who bought Oenamaus to bring glory to his house in a blood sport.