Are you talking about front- or backend?
No issues detected on my end.
I guess it also depends on the scale of your Events.
Are there any indicators for it in the queries monitor plugin?
If you experience a drastic impact on the performance, you might reach out to support.
There should be no such issues, as it is a supported plugin.
Can you exclude conflicts with other plugins?
Would be interesting if you experience this problem on a clean installation with no plugins installed, but the required ones, plus Events Calendar.