Why do events commonly use EventHandler, even when no arguments need to be passed?

Why do events commonly use EventHandler, even when no arguments need to be
passed?

It is common practice in C# when creating an event, to define it as
follows, taken from an example in the .NET Framework Guidelines:
public class CustomEventArgs : EventArgs
{
public CustomEventArgs(string s)
{
msg = s;
}
private string msg;
public string Message
{
get { return msg; }
}
}
...
public delegate void CustomEventHandler(object sender, CustomEventArgs a);
Often, I create events which don't need any arguments at all. I usually
implement this simply using Action for the event handler type.
public event Action LogonScreenExited;
I was wondering whether there is any reason why one would want to follow
the 'traditional' pattern. Perhaps events like this indicate a design
flaw? My reasoning however for using Action is YAGNI, why implement
something (and even show intent of) when it isn't used?