Setting aside some questionable assumptions about how easy it is to change people's language, as well as the 'Church' acting as a monolithic force, there have been attempts to reform the days of the week.

Martin of Braga (ca 520-580) wrote against the common use of the Hellenistic gods for day names, and his influence may be linked to the fact that Portuguese is the only Romance language to adopt primarily numerical naming.

A second example are the Quakers. Emerging in the mid 17th century and with Puritan influence, they referred to days strictly by numbering, and months as well. That practice has mostly declined in recent years, but was a Quaker distinctive for most of the past 300 years or so.

To expand on /u/talondearg's comment about the 'Church' acting as single (monolithic) force which could influence language, we should bear in mind that there was never 'one view' of 'paganism' within the Church. We will understand the history of the antique and medieval Church's relationship to the 'pagan past' better if accept that there was never a stable definition of pagan within the Church. And nothing was ever so 'pagan' enough that it couldn't be rescued even by theologians, and these twists and turns of logic were brilliantly displayed by Christians of the middle ages who, when faced with volumes of rediscovered 'pagan' writings of the Greeks and Romans (most famously Aristotle, but many, many others), they managed to shift pagan thought into allegories. Suddenly, something which was pagan became Christian through a reinterpretation of meaning. This is what has been called the 'allegorical mindset' of the Christian middle ages. It's the same mental process which allowed Christians to reconcile contradictions of the bible. And it rendered acceptable a lot of 'pagan' thinking.

It tells us that pagan is in the eye of the beholder.

Also: those days are English, which have Germanic origin. But the same can be said for Romance languages.