I've got 20 different events sheets to more easily manage different parts of my code. There shouldn't be a huge performance impact if you make sure any code that isn't relevant to what's currently going on in the game isn't being checked. Even if you don't worry about that tiny little bit of optimization (like turning groups on/off to turn sections of code on/off), it doesn't seem to noticeably impact performance.
Keep in mind you can also include different sets of events sheets with other layout-associated event sheets, so if for example there are no enemies on a specific layout, just don't have the event sheet with the enemy behaviors as one of those included with that layout.