I know there are scripts (at least for VX) that allows cut scene skips, but never heard it being done through events.
The problem with "Escape" is it's often used to also access the menu, and may be conflicting there. Also, whenever you have a cut scene, you'll need to throw a switch or variable that lets you trigger the common event to let them know there is a cut scene to skip, in addition to branching events that should occur when a cut scene is taking place.
The other thing is a cut scene, by default, will take away all action from the player, so hitting "Escape" during a cut scene would probably not have any effect. You would probably have to make the cut scene itself a parallel process to get the "Escape" to work, but then that would open up a number of other can of worms.
I'm not sure if there is an easy work around to this or not, at least not without a script.