Hello, Marcel!
Thank you for using The Events Calendar! I can help with this ?
I totally see what you mean andI’m sorry to see you’re having this issue! It was a bit fidgety as first for me as there were times the menu appeared but it’s definitely an issue more often that not.
I’ve narrowed it down to a conflict between one of the scripts in The Events Calendar Plugin and the theme. See the screenshot below for details:

There’s good news and maybe not-so-good news. The good news is that if you use any view other than the Photo View it will work just fine. The bad news is that you can’t use Photo View.
You might check with the theme developer and see if there might be a workaround on their end.
Does this help answer your question? Let me know how it goes!
Cheers,
Trisha