Who and that are the relative pronouns in these two sentences and their antecedents are man and system, and they connect the statements, who thinks and that enslaves us, with the rest of the sentence.

234. Who is used to relate to persons.

Which is used to relate only to animals and things.

That may relate to either persons, animals or things.

What relates to things.

Note that which, as an interrogative, may refer to persons as well as to animals and things; but as a relative, which never refers to persons.

235. Note that we use the same pronouns who, which and what as both relative and interrogative pronouns. You will not be confused in this matter if you will remember that they are called interrogative pronouns only when they are used to ask questions. When they are used as interrogative pronouns they never have an antecedent. Who and which and what are always relative pronouns when used in an assertive sentence and referring to an antecedent.

That and what have the same form for both the subject and object forms. They have no possessive form. Who has a different form for the subject form and the possessive form and the object form. Which has the same form for subject and object forms, and a different form for the possessive form. Note the following:

Subject formPossessive formObject form
whowhosewhom
whichwhosewhich