Sorry but no, I don't like the idea at all.
If you have some things you need to make sure exist in your module you should implement a method in your module to check if it has been done and if not then do it, maybe in page load of your module control.
Module is a generic thing, having some event where every kind of module can plug in and handle the module created event for every other kind of module including its own kind is not a good idea in my opinion. Then we would be calling lots of event handlers for no reason.
Hope that makes sense.