Hey Albertus,
Ooo, interesting question!
I’m afraid there is no feature to automatically clean up events after they have expired.
That said, if any of the events are set up as recurring events, then you can change the setting to clean up past instances of those events in Events > Settings (screenshot) to help remove some unwanted events in the archive.
There is actually an open thread in our feature request forum that is directly related to this. Would you be willing to add your vote so it gets more attention? That would be greatly appreciated!
If you’re trying to get the number of events down to help with the performance of your site, then I would also recommend checking out the tips offered in this post to help making things run a little faster.
Cheers!
Geoff