Hello and welcome @Helen22 
I’ve been reviewing this plugin recently and I handily have a couple of calendars on my test site to check against. Could I ask which flavour of calendar you’ve gone for where this isn’t working?
I have the calendar in the topic, and that one is keeping the expired calendar items:
I also have it as a category header:
And I also have an /upcoming-event one too for the event-style items:
I haven’t got an event-style one as a category header yet, so I have a feeling it may be that one…
Actually, let me double-check the end times…
Yes, it appears adding an end time will make the event disappear from the /upcoming-event calendar, which does seem to be at odds with the other calendar behaviour. I think we should slide this over to the Contribute > Bug category and see if we can get someone to look at it. 
(and, just to be thorough, the non-event-style calendar is working as expected, even with end dates included)