We have different levels of registrations in our calendar event, but people are able to register without selecting any registration level.
This behavior is controlled by the Registration Type, which is specified at the time of event creation. Based on the behavior described, the registration type is likely "This event has an optional registration fee for the overall event." This means users do not have to pay to register. The Registration Type can not be changed after the event has been created. To see the registration type in question, follow the steps below.
Select Content > Events
Click Create a New Event
Under 5. Event Type, mark the checkbox for Multi Part Event