Manufacturers of VCRs have always missed something important when they designed the programming ability of their products, and modern-day DVR manufacturers are no better. It may be the case that one or two products out there have already thought of it, but at least 99.99% of them do not. The design defect in question is the day range of the programming function.
Most products allow you to choose one time, every week on specified day, every day, and every weekday (Mon-Fri). What they forget to allow is every weekday (Tue-Sat). Why would you include a Tuesday to Saturday range?
Simple. Suppose that you have two programs that air each weeknight that you want to record. One is from 11:00pm to 12:00am on channel 3 and the other is from 12:00am to 01:00am on channel 4. Programming the first one is easy enough, you select M-F/12am/1am/3. What about the second? It may be Monday to Friday nights, but technically it is Tuesday to Saturday mornings since it begins after midnight! The only option here would be to select S-S/12am/1am/4 and remember to take the tape out on the weekend.
With a T-S option, it would simply be T-S/12am/1am/4 and no extra work trying to keep it from taping on the weekend is necessary. This is why these devices need a Tuesday to Saturday program option.
Well wonders never cease. It turns out that my very own VCRs (GE/RCA) have this exact functionality. I must never have created an early-morning, daily program because I have never seen this screen: