Who knows, maybe they didn't know they were names of old deities (Ansgar and the other missionaries did not speak Old Norse, so what's really to say that they knew what the origin of the words were - they were there to Christianize the heathens, not to learn about their language and why they say things the way they do), or maybe it was just too difficult to eradicate all traces of paganism in the language because it is so ingrained? Not sure what to tell you. Either way, the Norse/Saxon names were there in use before the countries became Christian, so the names would have had to be erased and a new name for each day would have had to be superimposed over the old ones. It becomes difficult to superimpose a new name for one of your own gods when you only have one god.... We'd be stuck with Jesusday, Holyfatherday, Holysonday, Holyghostday, Jahweday and so on (LOL). The bible, in Genesis, also states that God's name is too holy for us to speak, so you can't really name a day for him anyhow. We got the name Jahwe because it was one we could handle.
Swedish goes like this: måndag (Moon's day), tisdag (Tyr's day), onsdag (Oden's day), torsdag (Thor's day), fredag (Frey's day), lördag (lödgaredagen=washingday), söndag(Sun's day). The English names correspond to these days, but with the saxon (who were of the germanic asatru religion) way of saying the names (Wotan for Odin, Tiwaz for Tyr and so on): " Moonsday, Tiwazday, Wotansday, Thorsday, Freysday and Sunsday", all except for Saturday, which comes from the roman god Saturnus. That is because of what Belgar said. We lost those days that were named for the roman gods, and kept the Saxon ones. The French, Spanish, Rumanians, Italians etc, who were under roman rule for a whole lot longer than the Sae, kept the roman gods for their names of the week. Make sense?
