dbmayur, same thing happening on a new site of ours… clean install of WP 3.2.1 and The Events Calendar 2.0.1.
when saving an event (as an admin) all the data within the events module is lost… other information outside of that (like noted in your uploaded image) is retained.
EDIT: no other plugins activated
don’t have an answer, but it thought i’d also mention we have a 2.0 working just fine on a site (same server setup) that was an upgrade from 1.6.5 using TEC’s built in migration tool.