Judging by the numerous similar questions on enSO, this is either a bug or a feature related to the fact that the calendar was designed to be placed in pop-up elements, it is possible that the calendar control was created only for use inside DatePicker and the developers did not provide for its independent use (see also this question: Problem with processing a click on a WPF calendar )
As a solution, do not set the DisplayMode in XAML, but do it after downloading:
<Calendar Loaded="Calendar_Loaded"/>
and:
private void Calendar_Loaded(object sender, RoutedEventArgs e) { ((Calendar)sender).DisplayMode = CalendarMode.Decade; }