This is a known issue which has an improvement request here. If this is an important feature for you, I encourage you to vote, comment, and watch this issue. That way you'll improve it's visiblity to developers, and get updates if they decide to implement this.
Right now the only way you would be able to prevent a user from permanently deleting a calendar would be to restrict their editing permission completely.
But I do have good news! :) Whenever someone deletes a calendar entirely, Confluence will e-mail a backup file of it to anyone who was subscribed. You can also use this backup to restore the calendar.
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