Is it really critical? If you take the datepicker of the TFL official website (http://www.tfl.gov.uk/) they start the week on sunday too. But I agree it can be a pain when you assume the first day is monday.
Yeah, I've booked travel on the wrong dates before because I've selected the dates visually. Really annoying. As you've spotted it's an endemic problem in the UK, and it needs fixing. Even Apple get it right, and they have a strong bias to USA-ify (at least more than, say, Microsoft).