Hence there is no way of changing the Settings from this dialog window.
It happens in newer Browsers for security reasons when running the calendar from local harddisk.
It can also randomly happen when running as a Windows Desktop Gadget - In that case using the "Close" button here below will reset the access between the windows, which should make this dialog work when you open it again.
In Chromium based browsers (Google Chrome, Microsoft Edge, Opera etc.) starting the browser with this command line parameter will allow the dialogs of the calendar to work:
--allow-file-access-from-files
All the settings in the Settings II dialog can also be made directly in the Calendar.