Event merge from different buckets

I'm guessing this has come up many times, so apologies for not finding related issue. The closest one is in [ActivityWatch](https://github.com/ActivityWatch/activitywatch/issues/267) but it's not exactly that :(

I [found code](https://github.com/ActivityWatch/aw-core/blob/master/aw_transform/filter_period_intersect.py#L81) that does the union on events but it has a note `WARNING: This function strips all data from events as it cannot keep it consistent.` Do you know/remember why is that?

What I'd like to do is to have a list of events that contain all data from all buckets. Something like:
```python
buckets = aw_client.get_buckets()
all_events = [aw_client.get_events(bucket['id']) for bucket in buckets]
merged_events = aw_transform.merge_events(*all_events)
```

I need this, so if there's no such functionality, I'm happy to contribute, but maybe you already have one?