Oh, boy, do I have a bad news for you if you ever start learning something like Japanese. You'll be fondly remembering the good 'ol times with Spanish when the only word that surprised you out of nowehere was little "on" :)
It is just like that, except that in English we don't use the articles for the days (most of the time) and we also have different plural forms for the days. The construction is idiomatic. "Los viernes" includes the idea of "on" or another preposition that is appropriate from context.
It's just now how the English-speaking world says it. We almost never use the definite article with plural days. We might use it when talking about the days themselves. For example, I might say "If you took all the Fridays of the year and added them up, you'd have a total of x days," but here I'm talking about Fridays like elements in a math expression. If I'm just talking about days I walk, or work, or days we watch movies, I would never use the definite article. I would say "I walk every Monday," or "We watch movies on Friday nights," or "I work on Wednesdays."