jannik:
I added manually copied “Links” to the menu.
Copy the URL of the specific category page into the URL field in Design > Menus > (your menu) and give it a name.
angelo:
I am using theme “Twenty Twelve”. Modified it by myself – using a child theme.
If you take a look at the official Events Manager demo site, there is the same issue:
Events List (navigation item “Events” active)
https://demo.wp-events-plugin.com/events/
Single event (navigation item “Events” inactive)
https://demo.wp-events-plugin.com/events/cecilia-bartoli-2-2015-02-13/
So the problem seems to be not the theme…