Okay, this is kind of a hack.
Save the project that contains the event sheets you want using Save as Project... not a Save as a Single File.... Let's call this one Project A).
In the project where you want to add the event sheets (Project B) create new event sheets equal in number to the amount of event sheets you want to add. Take note of the names of these sheets. Now save this project using the Save as Project... option, but in a different location as the earlier project.
Change the names of the event sheets in Project A to match the names of the new event sheets in Project B. You also need to use a text editor to change the event sheet names inside the event sheets. Copy the the event sheets from Project A over to the correct folder in Project B overwriting the blank event sheets.
Open Project B and copy and paste to your hearts content.