Hi J,
It is because if you put an article in front of the days of the week it introduces a grammatical point that complicates matters.
Take a look at the following Kwiziq lesson which illustrates what I mean -
https://french.kwiziq.com/revision/grammar/when-to-use-le-with-days-of-the-week-weekend
In any case, days of the week, like months of the year, as a list, are presented on their own.
Bonne continuation!