Not sure what you mean by the delete function being in a different place for the events module. The location of the function to delete a module from the page is controlled by the container applied to the module, not by the module itself.

Are you using a copy of the module on each page (added by using 'Add Existing Module'), or are you using the sub-calendar functionality to bring data from one instance of the module into another. In the former scenario, deleting the module from a page should not impact other instances. In the latter scenario, you need to make sure you aren't delete the instance where the data has been entered, otherwise it will disappear from any module using it as a sub-calendar.

Cheers
Roger