I know that lördagar is literally Saturdays (i.e. plural), but the meaning of the sentence is also accurately translated into English with the singular Saturday. We do not work on Saturday also refers to Saturday in general, not the first following Saturday.
As such, I feel the singular should also be accepted as an answer.
I agree with IanCaliban, why isn't the singular "saturday" considered correct ?
I thought "We work not on Saturdays" would be considered a correct through archaic translation...?
I would go with the assumption that if something sounds archaic, it's not the ideal translation. I generally try to make my English translations sound as natural as possible, while keeping the meaning the same. It helps with learning the meanings of foreign sentences better, since it sticks in your brain a bit more easily.