I don't see the connection between 未 and 事。

There isn't one. It's a typo.

No, I don't think it's a typo, if it popped up in several places consistently. I think it's a simplified version of the 事 character that looks like 未. Besides, that many typos in the Japanese in a Square Enix game would be unusual.

Edit: The connection is that they look very slightly similar. At least, 未 probably looks more similar to 事 than any other kanji in their simplified (possibly 8x8) font set.

That's quite an interesting theory, but I've seen very complex kanji in that game. If it didn't fit I think the normal thing to do would just use hiragana. *remembers good old snes days where kanji wasn't even possible haha. The possible reason for it getting repeated everywhere is that they have a table of kanji and they just call the character from that table and voila, duplication.

Aha...I see. Now it's starting to make sense. What an interesting problem to have come up.