You slice a solid cube, and set your infill to 0, and perimeters to 1x your nozzle width. The walls of that are too thin for your nozzle to accurately lay down, so cura skips it. Don’t try to slice that thin walled thing.
Do what @ThantiK describes, then measure the wall thickness on the object with calipers and compare against the expected value. That way, the software believes it’s laying down a perimeter that’s the set width, but reality may differ from that and that possible difference is what you need to calibrate for.
No, you just shouldn’t be slicing that calibration object, you should be slicing a solid cube and setting it for 1 perimeter. You wouldn’t slice that calibration object with slic3r or KISSlicer either.