Hi, Wesley.
The /events page is technically a WordPress custom post type archive view. I don’t believe these are included in WordPress search by default. You might consider requesting this as a new feature (or maybe search to see if the idea was already posted by someone else) at our plugins’ UserVoice page.
This allows others who are interested in that feature to easily voice their support. We frequently review suggestions there to find out which ones are popular, then we implement as many of them as we can.
If you post it / find it, feel free to link to it from here in case anyone comes across this forum thread in the future.
If you need some coding help to implement something in the near-term for your site, you may want to ask your developer or reference our documentation and list of known customizers. They may be able to inject a link to your /events page as the top result for certain keywords (e.g. “event” or “events”). I’m not certain if this is possible but it might be one way to tackle this.
Please let me know if you have any follow-up questions on this topic.