I assume you mean this type of animation event:
https://hutonggames.fogbugz.com/default.asp?W181

Can you confirm the method you’re calling on the target FSM?

Looking into it now to see if I can repro here...
Can you post your Unity and PlayMaker version info?

With official actions, we try to wrap only the part that's missing in a define, so the action is still present even if it doesn't work.

For example, Unity 2019.3 makes MovieTexture obsolete, so the next Playmaker update will wrap MovieTexture actions like this:

// (c) Copyright HutongGames, LLC 2010-2020. All rights reserved.

#if UNITY_2018_2_OR_NEWER
#pragma warning disable CS0618 
#endif

#if !(UNITY_SWITCH || UNITY_TVOS || UNITY_IPHONE || UNITY_IOS  || UNITY_ANDROID || UNITY_FLASH || UNITY_PS3 || UNITY_PS4 || UNITY_XBOXONE || UNITY_BLACKBERRY || UNITY_METRO || UNITY_WP8 || UNITY_PSM || UNITY_WEBGL || UNITY_SWITCH)

using System;
using UnityEngine;

namespace HutongGames.PlayMaker.Actions
{
[ActionCategory(ActionCategory.Movie)]
#if UNITY_2019_3_OR_NEWER
    // Mark Obsolete but keep parameters
    // so user can convert them to new actions.
    [Obsolete("Use VideoPlayer actions instead.")]
#endif
[Tooltip("Plays a Movie Texture. Use the Movie Texture in a Material, or in the GUI.")]
public class PlayMovieTexture : FsmStateAction
{
[RequiredField]
#if !UNITY_2019_3_OR_NEWER
        [ObjectType(typeof(MovieTexture))]
#endif
public FsmObject movieTexture;

public FsmBool loop;

public override void Reset()
{
movieTexture = null;
loop = false;
}

public override void OnEnter()
{
#if !UNITY_2019_3_OR_NEWER
var movie = movieTexture.Value as MovieTexture;

if (movie != null)
{
movie.loop = loop.Value;
movie.Play();
}
#endif
Finish();
}

#if UNITY_2019_3_OR_NEWER
        public override string ErrorCheck()
        {
            return "MovieTexture is Obsolete. Use VideoPlayer actions instead.";
        }
#endif
}
}

#endif
The action is still there with Obsolete warnings. But you can still see the parameters to see what the action was doing and convert it to a VideoPlayer action.

The key is to wrap only the unsupported parts, not the whole action.

Are you installing from the Asset Store?
You may be running into the Asset Store bug where it imports the wrong version for the current version of Unity. More info and solution here:
https://hutonggames.com/playmakerforum/index.php?topic=20177.msg91723#msg91723

You should be able to use PlayMaker > Tools > Export/Import Globals to merge globals from another project. Export Globals in the old project and use Import Globals in the new project to merge with existing Globals.

Let me know if you run into problems with this and I'll take a look...

We’re looking for an artist/graphic designer who knows Playmaker and can work remotely. Contract position only, please send enquiries with your cv/work samples to info@hutonggames.com, subject line - ArtMaker 

Great art style and looks fun - I'll check it out!