If you can relate the stored events in some way or you want to add further information to these events that can be represented with relationships or just properties, a graph database (in your case neo4j) is the way to go since queries will be much faster than a (or not so) normalized rdbms.
Also in the future you can easily add more properties without taking care of the SQL and the missing properties for entities already added.
So from my point of view, adding events nodes to the shared neo4j database is a better approach, even for simple nodes, since queries are made into sub-graphs and it will not influence your business domain.