In short, you don't need to worry about this.
When you attach an event handler to the button that event handler isn't keeping the button alive, the button is keeping whatever is referenced by the event handler alive. The event handler is referencing your window, so essentially you can't clear the window from memory until the button leaves memory. Since it doesn't really make sense for the button to live longer than the window this won't happen.
In other words, the situation you need to watch out for is where the items used in the event handler need to have a shorter life than the class that owns the event.