Its a good question -- I wonder if it isn't because tuesdays are the least busy shopping day, so stores can stock the shelves without climbing over a bunch of customers and ringing up sales and whatnot...because if you had to put out a bunch of new releases on a saturday afternoon and rearrange a bunch of shit it would suck bad.
btw, stores will sometimes get the CDs a day or two early and they just aren't allowed to sell them before the official date. My friend laced me with the new e-40 on the monday afternoon tho' which made me feel pretty special.