This may have to do with the battery usage settings you have set for Calm. Please go to: Settings -> Apps, find Calm and click on Optimize battery usage. From here you'll want to make sure Calm is not set to optimize.
If that doesn't fix the issue please confirm that background restrictions are also turned off. You update this by going to Settings -> Apps -> Calm -> Advanced. If you're still having trouble, please click here or use the button at the top right of the Help Center to submit a request.