If you download and open that url in a text editor (don’t let it go to calendar app) then you’ll see that ics file has no event urls, therefore no links from the event title.
Plugin does offer a ‘default event URL / calendar page’ option for events that do not have URL’s in ics files, so that they look like they have a link
https://icalevents.com/1365-ical-events-and-default-urls-for-the-widget/.
In box calendar widget one clicks on a day, not an event, so the link will isolate the day in the calendar page link – there may be multiple events on a day.
In the event list widget, it will just link to calendar page – this is because not all events are simple one day events. Some events may be multi day, may be recurring – eg appearing more than once etc, it is not possible to offer a guaranteed clean link to an event on a calendar page, since that evengt could appear mutiple times on a list (eg weekly recurring event)
Aside (just warnings, that you may wish to send through the to the developer of that ics file)
Note that file has wrong mime type and incorrect line lengths, ( this plugin will cope with that)
https://icalendar.org/validator.html?url=https://sis.leibniz-remscheid.de/calendar/public.ics
https://severinghaus.org/projects/icv/?url=http%3A%2F%2Fsis.leibniz-remscheid.de%2Fcalendar%2Fpublic.ics