That link uses webcal:// protocol which is probably not supported on many mobile devices.

2 possible solutions

1. hide the link in the mobile skin by css

#ctl00_mainContent_ctl00_viewMenu1_liAddToCalendar { display:none;}

2. Look in Settings for Event Calendar, uncheck the box under Feed Settings labelled "Use webcal Protocol For iCalendar Feed Link"

Even if you uncheck the box I'm not sure mobile devices will know what to do with that link, it is meant for subscribing in outlook or google calendar. So hiding it in the mobile skin may be the best choice.