Well, the Bible says that you shall rest on the seventh day of the week, which in certain religions is known as Sabbath or Shabbat or whatever, which as we all know maps to Saturday. Without having really done the research, I've been ascribing the US calendar idiosyncrasy to religious influences... and really, that's what Europe does as well, they just picked a different mapping.

So now when we rest, both the Jews and the Christians get their favorite day off and yay, we have a two-day weekend.

A day corresponds to an actual rotation of the Earth, i.e., a day-night cycle.

A year corresponds to an actual revolution of the Earth about the Sun, i.e., seasons.

A week corresponds to...nothing. Four of them are a (very) rough estimate of the phases of the moon, but that's not something that really matters to anyone other than sailors nowadays.

What practical difference does it make to you? The week starts whenever you decide it starts. Would it annoy you even more if I decided to start my week on Thursday?

I think it's just one of those things that doesn't really make sense to anyone, but one way makes slightly more sense to some than others.

In reality there is no week end. The only periods that exist are days and years (and lunar cycles). Weeks are artificially constructed and it can begin and end whenever we want. I can see the sense in saying the week ends at the end of Sunday so the weekend is the bit before that. I can also see the sense in saying the week ends at the end of Saturday and the weekend is around that.