Your argument above is easily disproven:
Go to expedia, and price a flight leaving on thursday and returning on friday. Price another flight leaving on the same thursday and returning the next friday. Same route, same airline, same flight number, but one has an intervening saturday.
Example (I did not cherry pick, this was my first attempt): LGA -> IAH on Delta, leaving Sept 3rd, returning Sept 4th: $1,114.20. Leaving Sept 3rd, Returning Sept 11th, $276.20. Lest you think this date may be less attractive to flyers, I chose a return date of Sept 10th, and it was $10 cheaper. Lest you think the Thursday flight from IAH to LGA is less desirable, I chose same day flights, and it was $1,108.60.
This is not a case of directing passengers to flights for load, scheduling, or any other reason other than the perception (likely correct) that the out and back flyer is a business traveler, and likely less price sensitive as a result.
Please note that I am not taking a position on whether or not this is "right" or "wrong," only rebutting the argument that this is some kind of supply/demand issue. It's not, it's price shaping, pure and simple.