This recently started happening to me too! Spam emails with ical/calendar attachments get loaded into my calendar even if they're appropriately flagged as spam in my Gmail inbox.
It's especially annoying as the spammers create repeated alerts (often late at night). I've wound up with dozens of these I have to manually clear from my calendar.
All of this started a few weeks ago. Perhaps it was a regression rather than a new exploit?
Google/Gmail engineers: please file this as a bug.