Using Classic Outlook on Windows for personal email, calendar, and contact management
Looking at your original screen shot, it looks like it is a "This Computer Only" calendar, probably for an IMAP or POP account?
No Cats allowed in that type of Calendar.
You can still have Cats with an IMAP/POP account if you switch to a separate PST Default Outlook Data File and the IMAP Calendar is in the Default PST. This is probably the setup you had with your old Outlook.
[External Non-Microsoft site] https://robert365.com/article/do-not-risk-losing-your-contacts-and-calendar-when-using-imap