I think there might be some confusion over terminology. States are connected by transitions. Transitions are triggered by events. The event doesn't directly specify a transition state. It is simply sent, and then the state machine decides what to do with it.
At first this might seem odd when sending events to yourself, but this separation comes in very handy when your state machine setups become more complex and send events to each other... For example a movement FSM might get events from an AI FSM or from a player input FSM - it doesn't care!
Once you start breaking behaviors down into states and events, it becomes a powerful tool to build complex behavior.
Does that make sense? Or have I made it worse!