They're not all named after Greco-Roman gods (I guess it depends on whether or not you consider Latin to be a "romance language" as well).
Monday is named for the moon in both English and romance languages (moon-day; "lunes" in Spanish, for example). In Latin, Saturday was still named for Saturn, and Sunday was still named for the sun, but once other languages split off to become Italian, Spanish, etc., Saturday became named for the Sabbath (sábado in Spanish), along with Sunday being named for God (domingo in Spanish). This was because, by the time these languages appeared, late in the first millennium, Christianity was widespread. So, they weren't really "added," just renamed. And it occurred in any romance language which has its roots later than the late 3rd century (when Constantine converted to Christianity, and the Roman Empire started being Christian). Since italian and spanish started appearing around the 10th century, this was well after Christianity had become popular.
In English, the two weekend days' names have retained their pre-Christian roots, due to the influence of Germanic languages, which took the names from Latin.
Oh, as to the 7 day week, it seems that it's been a part of the calendar for a long time, even back to ancient Babylonia in the 7th century BC. I don't know why they did that, however, but I suspect that numerology might play a part, as seven was considered to be a "magic" number by many cultures.
And obviously, the Jews observed a 7-day week, for religious reasons.
So yes, it seems that, as long as people have had reason to demarcate time by weeks, they have largely used 7-day weeks for one reason or another.
hi! you'll find lots on info on the week, and names of the weekdays in this section of the FAQ (link on sidebar):