Maybe it's just unclear, but you do need to set them to global for them to be used in that manner. Otherwise you must fire them by name.
Could you elaborate on what's unclear to you? I am sending non-global events between FSMs using Send Event By Action. This is demonstrably operating in exactly the way the documentation is saying it should not.
I've actually been using PlayMaker since 2011, so I remember when the Global Event limitation was implemented, (when global Events themselves were introduced), and this was not possible at the time.
Either this is a bug with Send Event By Name, a unique function or caveat that is not properly documented, or something else. I'm hoping Alex or Jean can shed some light on the intended functionality.