The only reason against using
event in a game is that creating a delegate to attach to the event handler creates a heap object that can cause a garbage collection which can cause a frame-rate hiccup on on Xbox 360 (and possibly WP7, haven't tested it).
In general, this should not be relevant to a game UI that you set-up once and simply let run.
Also, calling an event handler is a tiny, tiny, tiny bit slower some other available methods. And this is also absolutely irrelevant for a UI. (It only comes into play for micro-optimised number-crunching).
So, as long as you're not running around assigning event handlers all willy-nilly, then the choice of using an
event in a game is no different to the choice of using one in a regular application.
Copying the design of WinForms for your game UI is perfectly fine.
(It's worth pointing out one caveat of events is that they are "hidden" strong references that can unintentionally keep objects alive if you don't remove the handler. This is relevant to both games and regular applications)