Historical reasons. Sunday has always been the first day of the week. Because yet another religion than the 4 mentioned before explicitly defines Saturday as the last day of the week, and everybody has always gone along with that. Probably because it was always like that anyway.

The recent official standardisation of Monday to be the first day of the week was a mistake.

Silly reason, but I like that Sunday being the first day keeps the week symmetric. You have the first and last day of the week being days off (in most places), and you have Wednesday in the middle. It's not very logical, but neither is any part of our calendar system.

Because weekENDs. There are two ends, one at the beginning (Sunday) and one at the end (Saturday).

I have never heard anyone say "have a nice weekends".

Because then the middle of the week is Thursday instead of Wednesday. ;)

Easy to solve: Thursday is the middle of the week, Wednesday is the middle of the workweek.