This is actually from your theme, Divi, disabling any links with an anchor set if the element exists on the page.
When you click on those filters they basically reload the page and pass the category plug to the calendar, it does this using a link this:
?event_category_id=acls#espresso_calendar
Divi is pulling any link with an anchor (the #{something}) and only allowing them to scroll to the element for that anchor which is not the default browser behaviour, especially when the query string is set.
Their fix for this is an ever-growing list of ‘do not disable these buttons’ section in the custom.js file of the theme.
One option to prevent prevent it from happening is to use some jQuery to remove the anchors from those links using something like this:
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