I had the same question and since it’s not possible, I’ve got another follow-up:
Because I’m not able to embed the calendar somewhere else, and it’s not technically a “page”, I can’t nest it as a child page, so it throws off my Breadcrumbs and is also not my preferred URL. Is there any way to nest it as a “child” and somehow change it so the breadcrumbs at least say “events” instead of “page” (as it currently is)?