I'd be slightly careful with “conical shape”: the eccentricity makes sense for conic sections. Those are curves in the plane. There exist various mostly equivalent definitions: what you get when you intersect a (double) cone with a plane, or the union of circles, ellipses, parabolas and hyperbolas, or the set of all quadratic algebraic curves in the plane, and so on. Some corner cases are a bit less clear: conics which factor into a pair of lines, or only consist of a single real point, or no real point at all but only complex solutions. But the key point is: a conic section is not a cone, and is not what most people would picture as looking “conical”.
But apart from this detail, I think people most people will associate eccentricity with conic sections exclusively. I can imagine that some people might have found ways to generalize the concept to higher dimensions, to describe the shape of a quadric using a vector of eccentricities. I could also picture people generalizing the concept to higher degree, although I have no idea what the eccentricity of a cubic curve would be. But I know no actual examples for either of these, and I have a very hard time picturing anyone defining an eccentricity for a triangle in a meaningful way related to that of the ellipse.
That doesn't say there are no other eccentricities out there. In mathematics, names are only a shorthand for some definition, and often names get reused to mean different things in different fields. You have to know which definition is associated in a given context to make sense of it. Since eccentricity literally just refers to the fact that something is outside the center of something else, there could be many situations where this term would get chosen and used by a community agreeing on a definition of the term for their field of study.