It's not in the slightest bit down to convenience. It's because 40 hours was quite simply discovered to be a more productive length of day, well over a century ago, back in the later stages of the industrial revolution.
In the US, if memory serves, the move to a 40 hour working week largely started out at the Ford Motor company back in the early 1900s, after Henry Ford experimented reducing hours and discovered that the number of mistakes made by workers went down drastically, and productivity increased. This swept across the industry because the improvements were impossible to deny. Slowly but surely that spread across other industries until it became the staple.
40 hours isn't done by custom, it's done because it's proven to be the most productive working week. This isn't a case of scientists discovering that "what people are used to is what they're most productive at". For most of the industrial revolution people worked 12hr+ days, and that was considered, even by the labour force, to be perfectly acceptable. Hauling that back to 8 hour days was a herculean task that no major factory owner was going to do without damn good evidence that it would improve things.