I have noticed the same, Ive swapped from google mail, and calendar, and given in to the apple iCloud ! everything is running nice, but i find the "options / settings" within the web based versions very minimal !
I can see my calendar in web based iCloud, and i've clocked the tick box that says subscribe to the "birthdays" calendar, however I want to see UK holidays in the calendar as well.
I can see them on my phone, and ipad, and on my iMac at home, but during the day at work they make me use windows ! even more frustrating its windows on a macbook !
I used to pop a few tabs open and just run my mail / calendar etc in the browser, but I'm finding icloud in the browser quite poor.
I've installed the windows "icloud" application but it would be really great if I had a few more settings in the browser based icloud apps.