First, you need to check your subscriptions. It might be all the events you see on lds.org is coming from the "location" calendar. You can't subscribe to the location - only to ward and stake calendars.
Secondly, you might check how often you're checking for updates. There is a 9 minute throttle on using the URL. If you attempt to use it more often than 9 minutes, you'll get a blank calendar. Note that this is use of the URL by all devices you have - not a per device throttle.
Have you searched the
Help Center? Try doing a Google search and adding "site:churchofjesuschrist.org/help" to the search criteria.
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Profile to include your general location.