Thanks for sending this request. Currently there are a couple of ways to do this a little more efficiently in the UI, maybe not one click but rather two!
In the device’s detail view, there is an “Events” button you can click to go directly to the list of events:
I’ll add a third! If there’s a specific device you frequently view events for, you can save any filter as a favorite and it’ll appear in the Favorites menu in your sidebar.
Oh man, how have I not seen that events button for all of these years?! I almost always use the web app on a desktop with a wide screen, so I just mentally associated “top right” with “stuff about my account” not “stuff about this device”