This post from the makers of BusyCal explains the issue in some detail:
Starting with iOS 13 and macOS Catalina, the new Reminders app no longer supports CalDAV.
Upgrading Reminders
When you launch Reminders on iOS 13 or macOS 10.15 for the first time, you will be presented with an option to upgrade Reminders so that it may offer you newer and better functionality.
If you don't wish to use Reminders as your primary to-do app, and instead rely on BusyCal or a host of other 3rd party CalDAV task management apps, choosing Yes will migrate all your to-do-only calendars off of CalDAV and into a private silo run and managed solely by the new Reminders app.
Your to-do-only calendars, along with their contents, will in effect be deleted from BusyCal, as well as a host of other 3rd party CalDAV clients on all other platforms. If this has given you unwarranted confusion, stress and anxiety, or it wasn't immediately clear that upgrading Reminders would result in loss of data in every other CalDAV client, please leave them feedback. They listen.
After Reminders deletes your calendars and to-dos from CalDAV, it replaces these with a calendar named Reminders ⚠️ along with the following two entries inside, reminding you who to blame:
- Where are my reminders?
- The creator of this list has upgraded these reminders.
Choosing No on the other hand, will keep your calendars and to-dos intact, and these will continue to sync with all other CalDAV apps, including BusyCal. The only downside of this would be the inability to use newer features offered by the new Reminders app.
https://support.busymac.com/blog/112990-reminders-in-ios-13-and-macos-catalina-drops-support-for-caldav