Ok, it finally started working the way it was intended I believe. Now my calendar (on the side) is filled with light blue marks and they are all US related. I tried to create an .ics file with nothing but a time zone in it and it seemed to work but everything got extremely slow to the point that my browser was saying page not responsive. I struggled to get the setting out of the field but then after that nothing was showing in the little calendar.
After logging out and back in all the light blue dots were back.
You had asked if they are displaying on the main calendar - no they are not. I know there is a setting to allow that. I wish there were an option to turn the holidays off. I really just want to use the calendar for my stuff and not see all the little blue dots!
I suppose one could create an .ics file with an event far in the past and maybe that would do it?