Thanks so much for reaching out!
Unfortunately this is intended functionality, because when the event is no longer part of the series, it then receives its own URL, instead of being under the umbrella of the recurring event URL. Does that make sense?
You may be able to change this functionality with the assistance of a third-party plugin, but I cannot make any guarantees.
If this functionality is a requirement for your intended project, I’d suggest that a third-party developer would be the best way to make this feature happen on a short timeline. ? We maintain a list of developers who work with our plugins on our Knowledgebase here:
https://theeventscalendar.com/knowledgebase/find-a-customizer/
Let me know if you have any other questions on this topic!
Thanks,
Jaime