In our case, a couple reasons:
1. We surveyed about a dozen people interested in attending and nearly all of them said they couldn't do a weekend, but could make weekdays work. Obviously 12 people is a small sample size, but the response was overwhelming.
2. Since we are trying to keep the ticket cost as low as possible, weekdays are ideal since they are cheaper for the hotels we looked at.
But I certainly understand your point; for some people weekends would be better. For others, weekdays.