We noticed this problem after upgrading to BES 4.1.7 I don't know if it was because of the upgrade or if RIM/T-Mobile released something else.
I've had luck so far with my 8900 users doing the following:
Enable Weekday and Weekend
Turn On at: 4:00 AM
Turn Off at: 3:45 AM
Back out and Save
*make sure you notice that ON comes before OFF for some reason.
I don't have a scientific answer for why this works, i'm just assuming that this is akin to a battery pull which was initially required between each alarm in testing...
Either way, would be nice to have a real fix.