You just add (click) = "$event.stopPropagation()"
to the parent element of these calendars. Like below,
<mat-menu class="date-range-menu" #dateTimeMenu="matMenu">
<div fxLayout="row">
<div fxLayout="column" (click)="$event.stopPropagation();">
<b>From</b>
<mat-calendar></mat-calendar>
</div>
<div fxLayout="column" (click)="$event.stopPropagation();">
<b>To</b>
<mat-calendar></mat-calendar>
</div>
</div>
</mat-menu>