@cskari , if I am understanding this correctly, XY event point file when exported as shapefile losses the records?
For troubleshooting:
What if we export the data as feature class (File Geodatabase)? Does it export all records?
If yes, export the feature class (File Geodatabase) as a shapefile, and verify if it exports all the records?
If no, check geometry (using GP tool) of the point features to verify if any of the XY point event holds null or corrupt geometries?