Android 4.4.2 - How to not dismiss notification while checking the detail
It's up to the app (developer) to set when the notification is dismissed (automatically when you touch it, or at some other time), so it sounds like the difference here isn't between the two Android versions, but between the calendar app you were using on your old phone, and the one on your new phone.

Because it's up to the app, it means you just need to find a calendar app where the event notifications behave the way you want (or where there's an option to control it).