Hi!
My suspicion is this is a problem with your theme.
The Events Calendar/Events Calendar PRO expects a number of common conventions to be followed, including the use of WordPress’s standard body_class() function (normally within the header.php template, though it can be located elsewhere). Based on a look at the HTML source being generated that doesn’t seem to be present.
What I’d recommend here is touching base with the theme author and asking them to confirm if this is indeed the case and if they can help you add it.
I hope that helps – let us know how you get on 🙂