This is because the events slug is reserved for the event post type. You will need to use a different slug for your event page’s permalink such as church-events, upcoming-events or calendar.
You can see how the slug is used in the URL of a single event, such as domain.com/events/vacation-bible-school/. If you go directly to domain.com/events, it will redirect to your events page.
Note: With the Pro Add-on you can change the events URL slug to something else. See Settings for Events.