Hi Thomas,
Thanks so much for reaching out!
I personally would suggest allowing your Venue and Organizer pages to be indexed and optimized. Those pages also display events and–since all the content is relevant and properly linked–it can only do good for increasing the visibility of your events.
I’m not exactly an expert on using the Yoast SEO plugin, but I can say that, as you use the configuration wizard, you can allow Events. Venues and Organizers to all be visible in that process:

Each one is a custom post type and making them “Visible” will instruct Yoast SEO to make those indexable by search crawlers.
In addition, the following links might help to display your events in a Google search:
I hope this helps, let me know how it goes!
Thanks,
Jaime