CalendarAgent wants to connect to wunderground
Weather Underground is the provider for Apple's weather data in OS X/macOS (and iOS). Calendar.app downloads weather information for calendar events with a set location.
As soon as you add a location to a calendar event Calendar.app will try to fetch the weather conditions if it's only a few days in the future.

Location services (System Preferences &gt; Security &gt; Privacy) does not effect the download of weather information.