Oh, I've definitely given this thought. Especially when I'm working through previews and really paying attention to each crowd.
I've always found Fridays to be the worst, outside of Wed matinees. For Friday shows, the crowd is exhausted from the work week, sometimes visibly so, and likely even regretting making the plans. Therefore, they're quiet and seem to demand the show entertain them.
Surprisingly, Sunday matinees can be wonderful at houses with subscription audiences. Yes, the crowd will be older, but often those who choose to spend their Sunday in a theatre really want to be there, rain or shine.
But Thursdays are indeed the best evenings. Thursday is often the best night to go to bars for similar reasons but people are excited for the weekend but choosing to go out and risk being tired Friday. Plus, it's usually more locals.