Weekly Report UI form: choice of multi select controls

I am working on a report feature that requires the ability to allow the user to set a frequency for reports to be sent. In this case I am working on the weekly frequency.

Currently we are looking at the option of checkboxes to represent each day allowing the user to select as many days during the week.

I have also had the pattern used in email reports presented and have some questions that derived from from it.

In the first screenshot there is a segmented control for all of the days of the week. Monday is selected by default.

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In the second screenshot I have selected two days for the report to run

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In the third screenshot I have deselected Monday and Friday for reports and have attempted to schedule the report for two separate days. As the third screenshot shows I was unsuccessful.

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Developers on the team have expressed comments that the user might not view a segmented control as multi-select and I'd tend to agree.

Now for the questions:

  1. Is this a bug? I am able to select two report days if the default Monday is left selected. If it is a feature why do I have to always have Monday selected?

  2. I haven't used a segmented control in this fashion before. I honestly cannot say that I have seen it used this way very often. Checkboxes would simplify the problem but this was the alternative solution presented to me.