It's possible if I am wrong but I believe I used to watch it on Fridays in CO. I lived there from '96-'98. Maybe someone from the area can confirm cause I am not positive.
The way I see it, if they filmed it on Friday they'd miss some benefits associated with airing it on Saturday:
*an extra weekday's worth of news events to digest, as well as part of the weekend; and
*time to pensively reflect on all that has gone on in order to respond more intelligently.
Many of their participants have jobs keeping them busy on weekdays anyway, too.
So hopefully the voicemails I left weren't in vain.