Howdy Imartins,
The page you are talking about is a standard WP Custom Post Type archive page. In months past I could have sworn Yoast had a tutorial dedicated to making breadcrumbs work on those CPT archive pages like /events/. But, I can no longer find it. ??
What you want is definitely possible. I can no longer find an official tutorial from Yoast, but there are definitely plenty of search results to get you started: https://www.google.com/search?q=custom+post+type+archive+page+yoast+breadcrumb
One day soon it is our goal to try and get stuff like this working out of the box with Yoast if at all possible. We have been in discussions with Joost and his team on how best to make this happen. But, frankly integrations like that are almost always a slow process simply because it is two separate teams with different schedule and different releases working together to make it happen. It will happen, it just takes time. But I know the Yoast and Modern Tribe teams are very much looking forward to the release of that.
Cheers!
– Brook
