It looks a little like they were orbiting a brown dwarf, which would certainly be big enough, but it looks like it's in a "planet" slot, whereas I think Stellaris technically considers them stars.Ice giant moons are theoretically possible if the parent planet is big enough. Kepler-1625b I, for example, is about Neptune's mass and orbits a planet with several Jupiter-masses.
As for this Stellaris system? There's a known issue where the use of "rl_unhabitable_normal" in scripting an uninhabited planet produces gas giants or Infested Worlds where they wouldn't normally occur. Better to use "random_non_colonizable" instead.