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.
Most weekend shows that are not live film on Friday. Beltway Boys and Fox News Watch for example. It might not be smart for the most up to date news and insight, but I guess the "big names" don't want to work weekends.