Because it is an adverb of time meaning 'on Friday' rather than just 'Friday'. Not everybody uses it in the colloquial language, but it is better Welsh to do so. You will hear and see it all the time in the media, for example.
There is an example in today's news - see the second paragraph in this story where it mentions ...am 17.00 ddydd Sul (...at 17:00 on Sunday).
(if you turn on 'Vocab' near the top right of the page you will be able to see pop up translations of many of the words.)