The slicer needs to share the same pivot cache; you've created 2 pivot caches as well as 2 pivot tables, so something along the lines of:
Sub Insert_Pivot_tables()
Set PC = ActiveWorkbook.PivotCaches.Create(SourceType:=xlDatabase, SourceData:="Sheet1!R1C1:R9C3") 'create one pivotcache.
Set PT1 = PC.CreatePivotTable(TableDestination:="Sheet1!R15C1") 'create pivot table 1 (name isn't important) using cache just created.
Set PT2 = PC.CreatePivotTable(TableDestination:="Sheet1!R15C5") 'create pivot table 2 (name isn't important) using the same cache.

'then you can programmatically add the slicer and link the two pivot tables with it:
Set SC = ActiveWorkbook.SlicerCaches.Add(PT1, "SN") 'create one slicer cache linked to the first pivot table.
SC.Slicers.Add ActiveSheet, , "SN", "SN", 210.75, 549.75, 144, 198.75 'add slicer to that slicer cache.
SC.PivotTables.AddPivotTable (PT2) 'add 2nd pivot table to slicer cache.
End Sub