The Events Calendar includes a setting that allows you to add events to the same loop WordPress uses to display published blog posts. You can find this setting on the Events > Settings > General screen.
Once enabled, this setting tells WordPress to combine event posts and default posts in the same main loop.
You might expect that event posts would be displayed in order by the event start date and time, but that is not the case. Instead, events will respect the main loop, which specifies that a post is displayed in order by the post’s publish date. This is a default WordPress setting and one that the setting in The Events Calendar is not designed to override.
This extension does override that and provides you with option to instead sort events in the order of the event date instead of the publish date: