No, events don't have notetags, and the Map notetag area is too cramped to expect people to apply it.
Why can't you run a parallel process to do it? Just have it sitting on the map, with the script calls, and an "Erase Event" at the end. Boom. Just as easy as a note tag. You don't even need to make a call script for every event if the invisible ones are within certain ranges or have some sort of reason behind their event ids (like all the invisible events were made last, for example.)
You could do a Call Script like:
$game_map.events[6].shadow = false
(15..18).each { |i| $game_map.events.shadow = false; }
(25..$game_map.events.size).each { |i| $game_map.events.shadow = false; }
That would make events with the IDs 6, 15, 16, 17, 18, 25 and everything above 25 have no shadow.