The Insert Event FX window does not let you choose 3d-party plugin, only one of Presonus native ones, still I can drag any plugin from the FX list, that is not right I suppose.
I would also like to mention that Insert Event FX window cannot be launched by any menu, even Event menu, that's unusual. It has a shotcut, but it is not set by default, looks like this function is hidden. So maybe it can be just one shortcut that opens Event FX Editor AND can also launch Insert Event FX if no effects are on at the moment, it would be logical.