Appointments that are Marked in the calendar will have a separate entry in your Calendar tab.
When marked, future appointments scheduled on that time will warn for potential conflicts.
When its not added to the calendar, the appointment will not appear as an event in your calendar but will only be visible in your queue/appointments list.
It was setup like this to give you more flexibility in how you handle your appointments and calendar events.
This is usually used when a VIP patient is expected to arrive and the time is expected to be blocked off for that patient.
Some doctors also use it if there's an important procedure so they just need to block-off the time and they want to see the event on the calendar.
This is sometimes used by other doctors where they pencil book appointments of different patients on the same date and time, but are not too keen on blocking off the schedule because it is still uncertain whether the patient will follow-through with the appointment.