As someone who helps run a convention, I can tell you that some events are separate for a number of reasons.
1. "Peacemealing:" In order to keep ticket prices down, and make it so you can "peacemeal" your experience, the budget for an event can be left off of the pricing of the ticket. For example, if they expect that only 5% of attendees will attend event A, and the event expects that it would cost $5 per person, rather than raising the price of the ticket by $5 for everyone (meaning that 95% of attendees would get a price increase for something they don't care for), they just make it a separate cost.
2. Not Convention Sponsored: The event isn't considered as part of the cost because the sponsor is not the convention itself. This can happen if an outside source chooses to take on the entire event, especially if there's something like catering involved, or bringing in a guest just for that event (such as a one-event DJ). Outside sponsors can be quite complicated, and I'm not going to bore you with the minutia of details involved in paying outside sources and Per Diems and such, but one-event things can be difficult to justify, also because of the Peacemealing. It also puts the convention on the hook for a set amount of money before the convention starts. This isn't so much greed as ease of use. Quite frequently, pass prices go right into the Convention Bank Account, and paying another group a large amount isn't too difficult, but it can be easier for the convention to setup another account that the funds go right into the bank account of the sponsor.
3. Expenses exceed the viability of expanding the price for everyone: This can be complicated. See, ticket prices usually go to things that happen throughout the weekend, including paying Staff, hotel rooms for Staff and Guests, food for Staff, Guests, and Volunteers, equipment rental, space rental, guest Per Diems, electricity, appearance fees, etc. If there's a major event, you'd think it would be included in the ticket price, right? Well, this is where it gets complicated. This is a variant on #1 Peacemealing, as an event that is attended by more than a minor percentage (roughly 20-40% of the attendee base), but the price may be more expensive than just putting it out there, like if the event costs $10 or more. Something that ends up eating through 20% of the ticket price can be really hard to justify running off of ticket prices. So, rather than raising prices, you get the money by making it optional.
4. Reducing demand by increasing price: Space costs money. If an event is normally attended by 50% or more attendees, you need the space to be able to do it. However, if an event hits the 20-40k mark, you have to consider a few variables:
A. People need space, especially if its a dancing event.
B. Acoustics are a very exact science. I used to be sound engineer, and setting up sound systems can be *very* difficult. There's something that I call "critical mass," that, when an event reaches a certain size, unless the event is outside, trying to get the sound to large room can be *really* difficult, not to mention that the price on equipment that can reach that amount of people moves on a logarithmic scale.
C. The event is a stage event, and it hasn't reached to the point in which it can be filmed and rebroadcast onto the screens.
So, in order to solve this issue, you make the event cost money. This means that some people cannot go, which is the point. Plus, you can raise the quality of the event, because you're charging above the normal ticket prices. You're not going to just sit on the money, you're going to reinvest the money you get from ticket sales into the event and other things that help around the convention.
Hopefully this helps!