On my 10.9.x version of Calendars there is another check box besides the one in Preferences.
There is a button that says "Calendars" right below the stop light buttons in the top left of the Calendar window. Clicking this button reveals a list of my calendars (e.g., work, home, etc.) and a check box for birthdays and holidays. See if that does it.
On a Mac since 1984.
Currently: 27" iMacs, Macbook Air, macOS 10.14.x,; iPhones, iPods and iPads galore!