"The concert is on what day of the week?"
Translation:Aia ka ʻaha mele ma ka Pōʻahia?
An excellent question!
Your interpretation is:
"The concert is what day of the week?"
Close, but no cigar. For the prompt in the exercise, the concert is ON a day. For your proposed interpretation, the concert IS the day. For something to be "on" a day, there must be a ma or i somewhere.