As reported in closed case (https://tracker.moodle.org/browse/MDL-22895) for versions 2.0 and 2.3, the calendar seems to still not allow you to include calendar events when you are not backing up user data as well. I have requested the above case be reopened, but wasn't positive if it was a completely identical issue, as I'm seeing the issue in 2.4.5, and it was apparently resolved in 2.3.