I find the days of the week in Spanish to be the closest to God for being named, take Saturday & Sunday for instance, they are Sabado & Domingo.
Sabado for Saturday, sounds a bit like sabbath which is the Jew's sabbath, & Domingo for Sunday is close to word Dominique which means 'close to the Lord'.
What you describe is not unique to Spanish, and is actually the case for all of the major Romance languages (I think possibly all the Romance languages period). Here's the major Romance languages and their names for Saturday and Sunday respectively:
Spanish: Sábado, Domingo
Italian: Sabato, Domenica
Portuguese: Sábado, Domingo
French: Samedi, Dimanche
Romanian: Sambata, Duminica
The reason for this traces back to Latin. The names of the days of the week in Latin are, from Sunday through Saturday: dies Solis (day of the Sun), dies Lunae (day of the Moon), dies Martis (day of Mars), dies Mercurii (day of Mercury), dies Iovis (day of Jupiter), dies Veneris (day of Venus), and dies Saturni (day of Saturn). One may notice that all of these are names of deities, though the days of the week were actually
not named after the deities, but instead were named after the planets/sun/moon themselves (which do share names with the deities).
However, due to Christianity's influence, "dies Saturni" and "dies Solis" got dropped in favor of Sabbatum and Dies Dominicus/Dominica, the former obviously coming from the word Sabbath and the latter meaning "day of the Lord". The Romance languages just inherited those names from Latin.
The rest of the days of the week maintain their original Latin terms in most Romance languages, though. Here's Monday through Friday in the major Romance languages again:
Spanish: Lunes, Martes, Miércoles, Jueves, Viernes
Italian: Lunedi, Martedi, Mercoledi, Giovedi, Venerdi
Portuguese: segunda-feira, terça-feira, quarta-feira, quinta-feira, and sexta-feira
French: Lundi, Mardi, Mercredi, Jeudi, Vendredi
Romanian: Luni, Marti, Miercuri, Joi, Vineri
Portuguese is the odd man out. The Portuguese names are numbers instead, meaning second weekday, third weekday, and so on until sixth weekday.