Solution! Thanks Alex 
Even with Fantastical listed as the default calendar app, my Mac was still opening event files (“show event in calendar” in Agenda) with the default Calendar app. Here’s the solution:
- Save an .ics file to the finder, then use command-I in the Finder to open the info inspector.
- Under “Open With” it may say “CalendarFileHandler (default)”. Click the drop down menu and change this to Fantastical (or whatever calendar app you have set as your default).
- Then, click the button below that says “Change all” to use this application to open all documents like this one.
And just like that, it works!
Thanks again to Alex, I hope this solution is helpful to others who encounter this hiccup in the future
