My opinion: Leg day and laundry day are recurring activities, so they don't need an article. 'Spa day' is more of a one-time (or at least irregular) occurrence, so it needs to be specified with an article. If you went to the spa EVERY Wednesday, then you could probably leave out the article for that as well: "Wednesday is spa day."

It means that activity (a leg workout, doing laundry, going to the spa) is the primary activity planned for that day. If nothing else gets done, that is going to get done.