Consider the following scenario:
You enable the Forward events to a different server option in the Advanced page of SQL Server Agent Properties in Microsoft SQL Server 2012 or SQL Server 2014.
You set a remote server as the server to which you want the events to be forwarded.
You perform some operations that cause some events to be logged.
In this scenario, you cannot find any logs in the Microsoft Windows Application log for SQL Server Agent events on the remote server.
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Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.