The featured images for events are set by the theme. As such the first place to check would be the theme options to look at limiting the size of the images.
Should there not be any setting or they affect other posts and that is undesirable then you will need to look at using CSS.
On your site, some CSS such as the following should limit the size, but you may need to play around with the CSS to get the desired look:
The support post ‘Limit image size’ is closed to new replies.
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Support forum for Event Espresso 3 and Event Espresso 4.