To clarify slightly, an event will send the user a notification which is a little different from a message.
If a notification were to send a personal message within Discourse instead of just a notification, then that could send an email based on the user’s notification preferences. By default Email me when I am sent a personal message is set to always.
Right there is a general gap here, there are options to be emailed for other notification types (replies, quotes, mentions) but nothing that covers events!