Thank you for the details of the issue you are experiencing with duplicate calendar events after setting up iCloud. I would be concerned about this too.
It sounds like you have checked iCloud.com and see the duplicates there. If you are seeing the duplicates on iCloud.com, I recommend contacting iCloud Support for assistance:
After you set up iCloud Calendar, you might see duplicate calendars or calendar events on your iOS device, Mac, or PC.
Find out if calendars or events are also duplicated on iCloud.com
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