Visual Studio 2015. Properties Window doesn't allow to create or assign event for class property

I have control with class property MyClass.

MyClass have properties and events

For MyClass I set atribute [TypeConverter(typeof(ExpandableObjectConverter))] to allow expand it in the Properties Window at Design-Time.

Visual Studio allow to view and set properties of MyClass property and show events of MyClass property.

But it doesn't allow to assign or create event handler.

Events works as readonly properties.

Is this feature or bug of Visual Studio?

At the same time I can assign event handler at code without problem.

  dataGrid1.SearchBox.KeyDown += customersDataGridView_KeyDown;