I can understand why
Monday is an abstract noun (it isn't something we can perceive with any of our 5 senses),
Monday considered a
proper noun or a
Monday is considered to be a proper noun (in English the capitalization is a dead giveaway):
Monday is a unique entity (representing the second day of the week), whereas the corresponding common noun, day, represents any day of the week.
I agree with Pacerier. A Monday is just a day that falls in certain order on a sequence. You could think the abstract concept of Monday, whatever that might be, is unique but people don't think of Monday that way. It is just a day on a sequence of days. And there are many of those days. It seems to me that we capitalize Monday because that is the practice and it does not really fit the rule.