Vote here:
The SD card does have events, but you’re right in that you normally can’t see them. If you pull the card there is an alarm directory with .jpg files of your alarms. I suspect, but don’t know for a fact, these are the thumbnail images for events that are sent to the cloud. If this is correct, marking events in playback could be accomplished by simply* marking the playback for each corresponding file.
Please note: ‘simply marking’ is a relative term and should not be confused with easily accomplished.