Difference between iOS and OSX/macOS connecting to Exchange?
This is because your iOS device supports the Exchange Active Sync (which is for mobile only) protocol where Mail and Calendar do not.

For your OS X Mail and Calendar to work, you either need:


Exchange protocol support in Mail and Calendar meaning Apple has to pay for licensing (not likely to happen)
IMAP, CalDav, and/or POP3 service enabled on the Exchange Server


It sounds like your company has enabled IMAP and/or POP3 support, but nothing for the calendar which is why email works and calendar does not.

However, if you have Outlook 2016 and VPN in (or they enable services on an "edge server"), Outlook Mail and Calendar will be able to sync up.