Query got 20x slower after I added RLS, is that normal?

RLS isn't slow, this policy is. Two fixes:

1. Wrap the function in a subselect so Postgres evaluates it once per query instead of once per row:

drop policy "own events" on events;
create policy "own events" on events for select to authenticated
  using ((select auth.uid()) = user_id);

2. Index the column the policy filters on:

create index on events (user_id);

Also adding to authenticated means the policy isn't even evaluated for anonymous requests. And keep the .eq('user_id', ...) in the client: the planner can use it directly, the policy is a safety net.

To see the real plan as your user, run in the SQL editor:

set local role authenticated;
set local request.jwt.claims = '{"sub":"<user-uuid>"}';
explain analyze select * from events;