No Default Calendar setting in iOS 13.3
I ran into this problem myself when I switched to iOS 13.3 on an iPhone Max Pro. Try this: In "Settings," tap on your name and photo at the top of the page (the one that says "Apple ID, Cloud, iTunes and App Store"). Tap on "iCloud." Under "Apps Using iCloud," activate "Calendars." When you go back to the Calendar app, "Default Calendar" should now be an option. Good luck!