And before this new widget that is blocked on current month there was in prior macOS versions a calendar you could navigate month by month into, so this is a regression. Might give this calendar menu bar a try
The change to the sidebar required widgets to be static images now, from my understanding (with a seeming exception for clocks). There's no way to provide interactivity.
The plus side is they display instantly because they're pre-rendered in the background. The downside is, well, no interactivity.