Animation Frame Event - only via a mesh?

I'm using animation frame events for a number of things with my character, including attaching an object to his hand at the correct frame of the 'pick up object' animation. That's all good and works well. However, it seems that you can't make an animation frame event on an animation if you don't have the model file imported that the animation was originally made for. Is that correct or am I missing something?

Shouldn't an animation event be set on an animation?

It seems like very backwards way of doing it, especially considering how much noise is made about the great mechanim system so you can use any animation on any character.... except you can't access some of the most important features unless you imported and are indeed using the original model the animation comes from.