Seems like there are none. As a workaround, this is what I'd do:
1) create a rectangle for each "artboard"
2) create a group above each rectangle, add all artwork there, mask the group within the rectangle below;
3) manually add slices for each rectangle, so that I could export them as separate images.
However, Photoshop has artboards, and Figma has frames. It is probably inevitable for Pixelmator to evolve in similar direction.
![Image](https://i.postimg.cc/J0x1zHnh/image.png)