Is there any particular reason why days of the week are proper nouns?
This is what I find in English Grammar (ISBN 0-06-467109-7).
Asia is a member of the group of the continents, in the same way January is a member of the group of months, and Monday is a member of the group of weekdays.
They were formed from the names of old pagan gods (e.g. Friday—Freya's Day), so they are capitalized as proper nouns.
If you want to know where each originates from, see this page: The Seven-Day Week and the Meanings of the Names of the Days.
Same as other idioms:
The days in Latin were related to the Mesopotamian days, taken from seven celestial objects (the Sun, the Moon and planets). Those celestial objects have a name, so the names are nouns.
I read about the etymology statement, and I really don't know if it has nothing to do with this, but as the question says, as I recall the proper nouns in Spanish are called "Nombres Propios", something like personal names that clears a lot the idea behind them.
In Spanish you use the rules this way:
Adjectives don't capitalize. "Egyptian orders". Egyptian is an adjective.
Proper nouns turned into massive usage, don't capitalize "aspirin". There's a lot of brands of aspirin, so even when it was originally a proper noun it became common.
Demonyms or Gentilic, in Spanish, are always written non-capitalized. In your case, capitalized. (Demonym and change from a Spanish to an English idiom.)
Finally, in the case of the days of the week, originally capitalized (proper nouns), discussed by the Spanish Language Royal Academy (RAE) became non-capitalized by the same reasons aspirin is not capitalized. But this happened about 10 years ago(?) I don't know, but I think your question has no proper answer in the light of the evidence of other cases in another idioms. Like the one exposed in Spanish.
I hope I added something to the debate.
They evolved from their anglosaxon/latin forms, which translated into something like:
Sun's day, Moon's day, Tiw's day, Wodan's day, Thor's day, Fríge's day, Saturn's day.
We can see relations in other languages like german (
Sonntag (sonne = sun), Montag (mond = moon), Mittwoch ("mid-week"), Donnerstag (donner = thor), Freitag (frei = Fríge), Samstag (again relating to Saturn).
Since they were honorific names with religious meaning, they kept their proper noun status. Similar to the catholic