Thanks for reporting – I’ll check this out.
Well, I can’t reproduce this issue.
It could be that your theme or another plug-in is filtering widget output and stripping out this HTML; can you submit a support request using the form on the My Calendar > Help screen? That’ll tell me more about your environment – theme, plug-ins active, etc.
Issue is coming from an external JS file stripping HTML; marking as resolved, as there’s nothing I can do to prevent this.