If Animation Event and the script in two seperate object ,there is error tell me “AnimationEvent ‘AttackEvent’ has no receiver!”.
after a try, the only solution for this is : add new script to the gameobject that attached animation component and use the new script to call the event function. Can this would be one bug ?
no this can not would be a bug 
Think about it. How would the object sending out the event find the receiver in your hierarchy? Using a time consuming search? What about the scenario where you have several possible receivers?
It is better that you, who hopefully knows where the receiver is, handles this, like you indicated.