Howdy cnh,
Unfortunately that is not an option. However, that is something that even I have wanted to see. Personally I think it might make the most sense to simply have the images online and you can simply link them via URL field. You can recommend features like this here.
Naturally, it takes a little bit of time after a feature suggestion is made for it to become popular and then get implemented. Sometimes it never becomes popular. If you are good with PHP and are interested you could add this functionality to our existing importer. That can be found in: public_html/wp-content/plugins/the-events-calendar/lib/io/csv/
I hope that helps. Please let me know if there is anything else I can answer or assist you with regarding this. If not, mind marking this topic answered? Thanks!
– Brook