I agree! I am frustrated that I can't set the days that Weekend Pricing is in effect. Sunday is a weekend day! Why can't it be automatically set to weekend pricing rates? I have to manually go in and change the price on each Sunday. Other people might want to include Thursday in the weekend pricing. AirBNB should allow us to decide.
As for you specific issue, sometimes I've found I have to update the price more than once before it shows up on the calendar. Otherwise, I can't help you, sorry!