It has to do with the view you have for your calendar. You currently have it in List view, which would show a list of the events scheduled if there were any. If you have events on a particular date, you will see the color of the calendar you have the event in. If there are no events scheduled for the day, then you see the grey dot, as witnessed by the No Events you see under the calendar. If you change the view to Compact, there are no dots under the days with no events. If you use Details, they grey dots do not show either, but you see more about the daily events in the calendar. Tap the icon to the left of the magnifying glass to select the view you want to use.