Yes, i actually have a black sprite with fade behaviour that is called by a function.
So in the menus when an option is clicked i have set the "fade_out" function and afeter wait X seconds and go to X layout to leave time the fade out runs, but i have to set for each thing that changes the layout.
Yes, is easy do it with events, but with that will save events to keep it all more clean and even more easy. Also a Buli-in Fade-In/Out effects like instead a fade maybe a squares, dot, pixelate or similar effects.