You're right. With the current version, 6.04, you can't enter more than one event per month. That is a bug that needs to be corrected. I checked it out with several themes and got the same result.
I got a different result than you though. The second and third events didn't even show up in the editing (admin) page after I entered them. This might be database related, if the info is being pulled from the database.
That is running ver. 6.04 on WordPress ver. 2.5.1. On WordPress ver. 2.3.3 with ver. 5.84 of Events Calendar, it works fine.