Make 'import gdb.events' work

Pierre-Marie noticed that, while gdb.events is a Python module, it
can't be imported.  This patch changes how this module is created, so
that it can be imported, while also ensuring that the module is always
visible, just as it was in the past.

This new approach required one non-obvious change -- when running
gdb.base/warning.exp, where --data-directory is intentionally not
found, the event registries can now be nullptr.  Consequently, this
patch probably also requires

    https://sourceware.org/pipermail/gdb-patches/2022-June/189796.html

Note that this patch obsoletes

    https://sourceware.org/pipermail/gdb-patches/2022-June/189797.html