Hey Lucy
The main 2 reasons I would think for maintaining the /events page is to see all events and if you use the Filter Bar plugin, as it can only display on the events page.
Any time you see a link to “all events”, it will default to this page, even if you do not use it in your menus. You could customize this using our Themer’s Guide.
You certainly can use shortcodes as you’ve done to show the different event categories.
Is there anything else I can help you with?
Thanks
Courtney 🙂