The Events Calendar: Event Aggregator: Never import any Venues.

functions.php

<?php
/**
 * The Events Calendar: Event Aggregator: Never import any Venues.
 *
 * @see Tribe__Events__Aggregator__Record__Abstract::insert_posts()
 *
 * @link https://gist.github.com/cliffordp/f2045efa4b19b39d1b52db5d072b85a7
 */
function cliff_ea_do_not_import_venues( $items, $meta ) {
	foreach ( $items as $item ) {
		if ( ! empty( $item->venue ) ) {
			unset( $item->venue );
		}
	}

	return $items;
}

add_filter( 'tribe_aggregator_before_insert_posts', 'cliff_ea_do_not_import_venues', 10, 2 );