There isn't an in-product way to do this via the UI, but there is a set of API calls in the Events section that will allow you to pull back specific events and automate reporting of them to your intended destination.
Additionally, if you'd like to submit a feature request, we'd be happy to take the community feedback and get this added into the product! To do so, simply "Suggest a Feature" from your Okta Organization. These get automatically added to our engineering dashboard of items to add into the product after other organizations choose to "vote" on your idea.
If you'd like any further assistance on the API calls, I would recommend reaching out to firstname.lastname@example.org, as they will have more information to assist you in these calls.
Thank You, Kyle Andersen Okta Global Customer Care