Your blog post was published in the sub-space, which is independent from the space. This is why your post doesn't appear when filtering for the categories that filter content published in the Events space only (categories are applicable to content within a single space).
Unfortunately, content cannot appear simultaneously across multiple spaces.
I see how it can be a bit misleading and redundant having categories within the events space that match existing sub-spaces. I'll follow-up with my colleagues to review the experience.