I don't know you resolved your issue but for you and other people searching for a solution to this problem I though I'd share how I resolved it (with the help of AppleCare).
So, I had (long ago) subscribed to a public "US Holidays" iCal calendar -- this followed me through the years since the beginning of calendar subs. Anyway, A couple of versions ago Apple added a default "Holidays" calendar and so my holidays started doubling up -- which was really annoying. I searched for a solution here and elsewhere on the web and never found a solution that worked for my situation. So since I just bought a new mac pro I decided to use AppleCare to solve the issue.
My old "US Holidays" calendar was listed under the "iCloud" section of the "Calendars" sidebar (whereas the Apple-included one sits in the "Other" section). Control-clicking it did NOT show a "Delete" option and the "Edit" menu's "Delete" option was grayed out. Command-Delete did give the right delete warning dialog but selecting "Delete" did nothing -- the calendar was NOT deleted.
What did work:
- Control-click offending calendar
- Select "Get Info"
- Change "Location" from "iCloud" to "On My Mac"
- Click OK
- Offending Calendar will move to "Other" section of calendar sidebar
- Control-click offending calendar at new location
- Click "Delete"
Hope this helps someone in the future.
Cheers!