This does appear to be fixed in the latest version. Just an FYI, Samsung Calendar is installed as part of Samsung Email, it won't show up as a separate app in the stores.
Email v 6.0.04.06 DOES contain the fix, currently available on the Galaxy Store. Samsung stated in an email to me that they'll be releasing the new version on the Play store on the 19th.
Just be aware, it does NOT fix existing calendar events. New events, and edited events, WILL show up correctly. So if you have a lot of all-day events, you may want to remove the affected account from your phone and re-add it. Otherwise doing anything to modify existing events (moving them, adding a note, etc) appears to update the affected entry on the phone calendar
... View more