No notifications on events of Gnome Calendar on XUbuntu

[Volodya]

To reproduce:
1. Create an event
2. Add a 5 minute before the event reminder
3. Wait 5 minutes until the event

What happens:
* Nothing

What i expect to happen:
* Some sort of notification, preferably with sound

Gnome Calendar version: 3.36.2

ProblemType: Bug
DistroRelease: Ubuntu 20.04
Package: gnome-calendar 3.36.2-0ubuntu1
ProcVersionSignature: Ubuntu 5.4.0-74.83-generic 5.4.114
Uname: Linux 5.4.0-74-generic x86_64
NonfreeKernelModules: nvidia_modeset nvidia
ApportVersion: 2.20.11-0ubuntu27.18
Architecture: amd64
CasperMD5CheckResult: skip
CurrentDesktop: XFCE
Date: Mon Jun 28 11:00:14 2021
InstallationDate: Installed on 2021-01-13 (165 days ago)
InstallationMedia: Xubuntu 20.04.1 LTS "Focal Fossa" - Release amd64 (20200731)
SourcePackage: gnome-calendar
UpgradeStatus: No upgrade log present (probably fresh install)