Sorry, I think I might be conflating “event” with “game mode” a little (because of how much they overlap).
Vault Weekend is free, Arena weekend is free, Pet Rescues are free.
Gnome Vault itself is not, Treasure Hunt is not, sigil events are not, etc.
If it’s about having to pay something to participate, an Arena run costs 1000 gold, so Arena weekend doesn’t really qualify as free. Your entrance fee just gets you extra “rewards” on top.