John Quiggin asks why Americans vote on a Tuesday. Two answers:
1) There are sizeable religious groups in the United States forbidden to vote on both weekend days, as Quiggin suggests; I presume there are muslims also forbidden to vote on Friday, but don't know enough about muslim theology to be sure.
2) Public employees get the mid-week voting day off. They are a lobbying block against change to weekends.
As with any political question, when the question is "Why don't we . . . ?" The answer is usually that don'ting is in the interest of one or more groups.