It's not a delete event. That's why you are not getting these delete events.
This is all handled for you. Occurrences of recurring events are not real events stored in the store. They are ephemeral things which are only injected into the UI. I believe this is all explained in the docs.
Listen for the update event in the event store. The base event will have an update event fired from the store when it is updated: https://bryntum.com/products/scheduler/docs/api/Core/data/Store#event-update
It is simply updated to have an exception on that date.
Try this in the debugger command line when you are experimenting with your Calendar to find out what it can do, like we all do:
calendar.eventStore.on('update', function({ changes }) {
if (changes.newExceptionDate) {
console.dir(arguments[0])
}
});