The way cookies are used for session management is the commonality. So when a user clicks that link in the calendar, something about Blackboard or the web browser is preventing the browser from writing new cookie data to that user's local disk. If you could force that link to open in a new tab this seems to circumvent whateer blocks that cookie data from being written.
But alternatives that I think are discussed in that other thread are to (a) change the cookie settings on the WW server or (b) stop using cookies for session management (reverting to the older method of using session keys). If you do one of those things, the links in the calendar will become usable by your users.