Howdy Dan,
It sounds like you might be interested in voting on this feature request. We get the occasional person who wants this and its definitely a feature we’ve considered.
If you are a programmer you could basically adjust this yourself. The easiest way would actually be within the database. Each event is a post within wp_posts, and has its own post_meta data. You could adjust the venue ID for a given event, even the wording, taxonomies, etc. The only caveat is that if you ever edit the main event again it will override any changes here.
Does that all make sense? Will that work for you? Please let me know.
Cheers!
– Brook