core: Calendar missing on CalDav integration

The problem

Since 2022.5 beta, I only have 2 of my 5 caldav calendars (Travail XX and Vacances from my yaml config)

What version of Home Assistant Core has the issue?

2022.5.0b2

What was the last working version of Home Assistant Core?

2022.4.0

What type of installation are you running?

Home Assistant Supervised

Integration causing the issue

caldav

Link to integration documentation on our website

https://www.home-assistant.io/integrations/caldav/

Diagnostics information

No response

Example YAML snippet

calendar:
  - platform: caldav
    username: user
    password: !secret caldav
    url: https://mysogocaldavserver
    custom_calendars:
      - name: XX
        calendar: Agenda personnel
        search: ".*"
      - name: YY
        calendar: YY
        search: ".*"
      - name: Travail XX
        calendar: Agenda personnel
        search: "^(Bureau|Travail)$"
      - name: Vacances
        calendar: Agenda personnel
        search: "^(Vacances|Absent)$"
      - name: Travail YY
        calendar: YY
        search: "^(Travail)$"

Anything in the logs that might be useful for us?

2022-04-29 10:26:06 ERROR (MainThread) [homeassistant.components.calendar] caldav: Error on device update!
Traceback (most recent call last):
  File "/usr/src/homeassistant/homeassistant/helpers/entity_platform.py", line 431, in _async_add_entity
    await entity.async_device_update(warning=False)
  File "/usr/src/homeassistant/homeassistant/helpers/entity.py", line 739, in async_device_update
    await task
  File "/usr/local/lib/python3.9/concurrent/futures/thread.py", line 58, in run
    result = self.fn(*self.args, **self.kwargs)
  File "/usr/src/homeassistant/homeassistant/components/caldav/calendar.py", line 146, in update
    event = copy.deepcopy(self.data.event)
  File "/usr/local/lib/python3.9/copy.py", line 172, in deepcopy
    y = _reconstruct(x, memo, *rv)
  File "/usr/local/lib/python3.9/copy.py", line 270, in _reconstruct
    state = deepcopy(state, memo)
  File "/usr/local/lib/python3.9/copy.py", line 146, in deepcopy
    y = copier(x, memo)
  File "/usr/local/lib/python3.9/copy.py", line 230, in _deepcopy_dict
    y[deepcopy(key, memo)] = deepcopy(value, memo)
  File "/usr/local/lib/python3.9/copy.py", line 172, in deepcopy
    y = _reconstruct(x, memo, *rv)
  File "/usr/local/lib/python3.9/copy.py", line 264, in _reconstruct
    y = func(*args)
  File "/usr/local/lib/python3.9/copy.py", line 263, in <genexpr>
    args = (deepcopy(arg, memo) for arg in args)
  File "/usr/local/lib/python3.9/copy.py", line 172, in deepcopy
    y = _reconstruct(x, memo, *rv)
  File "/usr/local/lib/python3.9/copy.py", line 270, in _reconstruct
    state = deepcopy(state, memo)
  File "/usr/local/lib/python3.9/copy.py", line 146, in deepcopy
    y = copier(x, memo)
  File "/usr/local/lib/python3.9/copy.py", line 230, in _deepcopy_dict
    y[deepcopy(key, memo)] = deepcopy(value, memo)
  File "/usr/local/lib/python3.9/copy.py", line 146, in deepcopy
    y = copier(x, memo)
  File "/usr/local/lib/python3.9/copy.py", line 205, in _deepcopy_list
    append(deepcopy(a, memo))
  File "/usr/local/lib/python3.9/copy.py", line 172, in deepcopy
    y = _reconstruct(x, memo, *rv)
  File "/usr/local/lib/python3.9/copy.py", line 270, in _reconstruct
    state = deepcopy(state, memo)
  File "/usr/local/lib/python3.9/copy.py", line 146, in deepcopy
    y = copier(x, memo)
  File "/usr/local/lib/python3.9/copy.py", line 230, in _deepcopy_dict
    y[deepcopy(key, memo)] = deepcopy(value, memo)
  File "/usr/local/lib/python3.9/copy.py", line 172, in deepcopy
    y = _reconstruct(x, memo, *rv)
  File "/usr/local/lib/python3.9/copy.py", line 270, in _reconstruct
    state = deepcopy(state, memo)
  File "/usr/local/lib/python3.9/copy.py", line 146, in deepcopy
    y = copier(x, memo)
  File "/usr/local/lib/python3.9/copy.py", line 230, in _deepcopy_dict
    y[deepcopy(key, memo)] = deepcopy(value, memo)
  File "/usr/local/lib/python3.9/copy.py", line 161, in deepcopy
    rv = reductor(4)
TypeError: cannot pickle '_thread.lock' object

Additional information

No response