This is happening due to a somewhat complex and hidden mechanic in Analytics called 'lookback windows'.Lookback windows are the amount of time that Analytics checks to see if there's historical data on a user. This lookback window defaults to the start of every month.When you drag over date range co...
Workspace now includes 'Weekday/Weekend' as a dimension out of the box. You can drag this dimension into a table following by the desired event to get the exact data you're looking for.
What's nice about cohort tables is that you're not just limited to last month - you can go as recently or as far back as you want, and you can use different date granularities as well.
Seconded to Urs's recommendation to use tracking codes (in the form of query string parameters). You could even customize your implementation to override the Analytics referrer variable when the query string is present (totally optional, though).