Howdy corre,
Basically how our plugin is designed it does not jive well with themes that do menu highlighting. Since this is clearly something you would like to see, please throw your support behind this feature suggestion. If our calendar was includable as a shortcode then it would support this sort of thing.
The work around I would suggest would be to add another rule to your menu highlight CSS. The body tag is filled with classes that only appear on this page. So you could select that body tag and then the menu item you want highlighted. For example:
body.tribe-theme-parent-Avada .menu-item-127{...}
Something like that will allow you to select the element, and apply whatever styles you need.
Does that make sense? Did that work for you? Let me know. Cheers!
– Brook