I don't see a way to directly do this, but there might be another approach. Usually cases are fairly ephemeral so it's not expected that someone would want to automatically add an event to something less than permanent. It is possible to add events to watchlists or to use Data Enrichment to populate certain events with an extra field holding some sort of identifier, case ID, link, etc. What sort of events would get auto-added to a case? How would you classify them?