Because it’s pronouced: Whens-day, not: Wed-ness-day.
What gives?
From m-w.com:
Main Entry: Wednes·day
Pronunciation: 'wenz-dE, -(")dA; British also 'we-d&nz-
Function: noun
Etymology: Middle English, from Old English wOdnesdæg (akin to Old Norse Othinsdagr Wednesday); akin to Old English WOden Odin and dæg day
Date: before 12th century
English words are often not pronounced the way their spelled.
Ever consider that the spelling is right but the current pronunciation of it is not?
and they’re often (mis)spelled the way they’re pronounced. 
Most days of the week are named after Norse deities.
Sunday and Monday: self-evident (sun and moon)
Tuesday: Tiw/Tyr
Wednesday: Wodan/Odin
Thursday: Thor
Friday: Freya or Frigg
I’d just like to say that my parents, and many other people in the south of England, pronounce the d to some extent, and so do I if I’m making a conscious effort to speak properly. It’s difficult to describe, not a hard d but kind of half-swallowed, just a kind of flick of the tongue against the roof of the mouth before you get to the n. It’s still not pronounced “Wednesday”, though - more like “Wedunsday”.
Weddings-Day.
You mean you pronounce it Whens-day. Just like some pronounce it Toosday, or Satterday.
Actually, in the US, the -day part of the days of the week is typically pronounced “dee” and is practically unstressed, as opposed to “day” with a secondary stress. This doesn’t seem to apply to broadcasters, though, and regionally the secondary pronunciation might be more common.
Whenussday
So why are our days named after Norse gods, and our months are named for Roman gods/emperors? And what did Romans use for day-names, if anything?
Nobody I know pronounces Wednesday “Toosday” or “Satterday”.
The Romans numbered their days. The Roman month was made up of three specific days, the “Nones”, the “Ides” and the “Kalends”. So if the Romans wanted to talk about a certain date, they’d say something like “Two days after the Ides of October” or whatever.
But the Romans didn’t have the concept of “days of the week”.
In case anyone wanted to know, that’s where the word “Calendar” comes from…
I would say the “dee” pronunciation is a regional thing. I, and most of my friends, say “day”. And we don’t have accents.
No one in NY says “dee” when referring to days of the week by name and I haven’t heard it in common usage in any of the North Eastern states or in FL, LA, MS, TN, CA and several other states I’ve been to. I would guess that “dee” is probably a regional pronunciation.
Have to agree with John Mace and wet marble here:
::jerking thumb upwards at M-W C&P::
Oh yeah? Nyaaa
I see that you’re from South Carolina. Once you get out of the South, you’ll find that that’s not the case.
Haj
Two little ol’ ladies on a park bench. “Sure is windy today, isn’t it?” says Sadie. “It’s not Wednesday, it’s Thursday!” replies Maude. “I’m thirsty, too,” says Sadie. “Let’s go get a drink.”
<insert drum roll here>
Sorry about that – I couldn’t resist.