Labor Day Sabbath
States and Religions serve many of the same purposes. As a result, these two most common of human institutions are often in competition with each other.
Most religions have some form of Sabbath: A day when you are not supposed to do anything, and be thankful to whatever Creator for providing a busy life to take a break from. Labor day is like a national Sabbath. It is not associated with any religion, but serves the same purpose. It is a day when the common workers are supposed to take it easy, and it is implied they are to be thankful to the State that insists on this brief vacation.
In this particular contest, Religion takes the prize. Religions have at least one day of rest every week, sometimes even two or three. How can the State compete when it only offers one Sabbath per year?
On a related note, it must be really tough to be both an atheist and an anarchist. You would never get any time off.