Thanks for all your suggestions! I finally had a chance to try some of them. I determined that the problem is due to a combination of two factors:
Factor #1: Plugin-Specific. In Events > Settings > Template, I was using the Default Events Template. Apparently, I need to use the Default Page Template. (The Blog template also works.)
Factor #2: Theme-Specific. I'm using the Genesis framework from StudioPress with the Lifestyle and Metric child themes. In Genesis > Theme Settings, I had unchecked "Enable Comments on pages." Apparently, this setting needs to be enabled for approved comments to display properly on events. Note that the comment form displays properly on events even when this setting is disabled; in that case, events can receive comments but cannot display them after they've been approved.
Problem: The Default Events Template is much better for my purposes than the Default Page Template. The Default Events Template uses a full-width layout with no sidebars, which is exactly how I want to display the calendar and event list views. The Default Page Template for both sites has a two-column layout with a single sidebar. I do not want to display a sidebar on the calendar and event list views.
Workaround (not acceptable): I could change the default page layout for the entire site to be full width with no sidebars, but... I would then have to manually change the layout for every page and post throughout the site, both now and in the future. That's just not acceptable.
Requests: Can you fix the Default Events Template so that it displays comments in the same way as the Default Page Template? Can you also fix it so that any event which receives comments can also display comments once they've been approved?