Hi @Cristina_Barbieri , @Alexis_McCarthy , @Natalie_Hewing ,
This is indeed strange behaviour! I have checked on the Calendar view in various projects in 5 orgs/workspace accounts that I am part of and all Calendars view of projects and My Tasks (in Month view) show completed tasks greyed out just fine, as per expected behaviour.
So I am moving this thread to the bugs section so that the Asana team can have a look.
However, it would be useful if you could each post a snip of this part of your Calendar view (as per my example below, without showing any sensitive data) to see in case you have any (new?) filtering options available that I may not be seeing on my orgs/workspaces.
I’m just wondering if this bug is in any way a result of the newly released sorting/filtering features, which refer to just List and Board views so it’s strange if it would have an impact on Calendar view, which has never had any filter options (eg. show all/complete/incomplete tasks) from what I can recall; I generally haven’t been a heavy user of this type of view… 
@Marie , any ideas what may be happening? It doesn’t sound like it’s part of an A/B test… is this something you could escalate?