Hi Seppe,
I don’t think this is anything our plugin is doing. When I use that format, separating event dates like you did with commas, it shows up exactly how it should in the back end and front end. You must have another plugin or something in your theme that is interfering. I would suggest turning all your plugins off except for The Events Calendar and seeing if that helps. And if not, switching to the Twenty Eleven theme to see if it’s something with your theme. Let us know what you find.
Thanks,
Jonah