As Mike says, there's no option for this.
There is, however, a way of achieving this with a small code edit. You would need to reapply this after each XF upgrade.
The file to change is:
js/xenforo/xenforo.js
Open that file and search for:
That only appears once.
Change it to:
0 is Sunday (default), 1 is Monday, 2 is Tuesday etc... so change it to whatever you like, if you were to change it to 3 for some odd reason:
View attachment 85867