The calendar widget doesn’t link to “each day’s post”. It’s linking to an archive page that lists all posts made on that date. Hence the /2019/08/01/ URL. If you click the post title (or “Continue Reading” or “Read More” link if there is one) you will be taken to the single post whose URL will match your settings.
If you’ve only ever made one post per day, then the date archive for a specific day will only show one post, but if you make more than that the date archive will show multiple posts on the same page. The purpose of the calendar widget is to provide links to these date archives. If you want one that links directly to individual posts, you’ll need to find a 3rd-party alternative.
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