We added the field but until we are on 5.67 new rows probably won't be populated (unless we take some other action)
This should run clean (currently 3327 rows)
select count(*) FROM civicrm_mailing_event_queue WHERE mailing_id IS NULL LIMIT 50;
If we get to this soonish can just do a single query - ie
UPDATE civicrm_mailing_event_queue SET mailing_id = 1 WHERE job_id = 1 AND mailing_id IS NULL