Calender overriding default alert settings in iOS

Here's the problem: when I do an All Day Event in Calendar, something overrides my default Alert settings and sets and Alert for 9:00am the day before the All Day Event. I only want Alerts set on Events I choose, so I'm assuming that's why I have my defaults Everywhere (Mac, iPad, iPhone iPod Touch) set to None for Birthdays, Events, and All Day Events. Once the Alert sounds, if I go in to Edit the Event and delete the Alert, it does not recur if edited properly. (I do use multi-day All Day Events).

This is most annoying, BTW. Because I trust these devices to be accurate and to do what I expect within their rather few limitations compared to the rest of the techno-device universe.

What am I not doing? What should be undone?

Thanks for any help.