Yes, your reasoning makes perfect sense. Weekday is the parent type of Monday.
Every Mondday is a weekday, so if weekday is selected, Monday must be selected as well.
It is logically impossible therefore to unselect Monday, if Weekday is selected.
However, whenever I've seen nested-checkbox lists in the wild, they work the following way:
Unselecting Monday would also unselect the parent Weekday, but not the other children of Weekday, keeping Tuesday, Wednesday, Thursday, Friday, Saturday and Sunday selected.
There is no drawback to doing checkboxes like that and I think everyone expects this and is annoyed when TheBrain doesn't do it that way.
Consider this a feature request, perhaps?