I think this is a bug although I can see why it could seem logical.
The calendar shows the current month. The view also includes the beginning of the next month, be it 1 2 3 days or so, a different shade of gray.
We can not see the activities planned for those extra next month days as i assume the scope is restrictive, still the screen has the day boxes and allows for the [+] button to operate, we should see the activities in every box of the calendar.