It is a bug, but the support said it's more like a feature.

Accepting an event invite associates the event with the default email address instead of the recipient's one.

• Assume you have X@protonmail.com and Y@mydomain.com addresses.
• You receive a calendar invite on Y@mydomain.com.
• If you accept, Proton Calendar accepts it as X@protonmail.com instead of Y@mydomain.com

At the moment, you have to manually go to Proton Calendar, edit the invite, associate it with Y@mydomain.com, save it, and accept the invite.

Of course, there are edge cases such as aliases, but that's the power of it.