Interesting. Have you already tried the simple things like restarting your computer and deleting Calendar preferences?
I can see the scrolling menu on my iMac and it's correctly set to sync my subscribed calendars to iCloud, but none of them do. All my personally created calendars do, but none of the subscribed ones such as national holidays. I also use BusyCal and on it's scroll menu, it doesn't even have "iCloud" on it. It only has my Apple email address.