The preposition is indeed sometimes dropped before the days of the week in newspapers:
He will arrive in Cairo [on] Wednesday. The resultant
Wednesday becomes what in some other languages is called an accusative of time. Dropping the preposition is also fairly common in informal style, which has led some people to think that dropping the preposition isn't as good English as having it in the expression.
However, it is wise to use discretion in leaving out the preposition. If omitting the preposition is liable to cause confusion or misunderstanding, don't drop it.
CB