If you absolutely need to use 6 different Controls, then let me know, but if not, I would opt to just using a single Choice control set to Check Boxes (multiple selection), with the Choices being set to the Day abbreviations in question.

Here is an example Form:

The Control showing all of the days is just a Choice Control that has been modified as follows:

This lets me validate using a Validation Rule that simply checks if the length of the selections is under 1 (which would make the total selections 0, meaning you have an invalid control):

You can copy and paste the following text into the formula box and it will work exactly the same: 

{Control:Self}.length < 1

Testing

If I try to submit the form with only 1 row of days filed out, the other two will show the validation error:

Each time I submit it, it will highlight invalid rows:

But will submit once at least 1 selection has been made for each choice control. 

I hope this helps. Let me know if you have additional questions. 

EDIT: Just one more thing!

If you don’t like that the Choice Control Check Box has its selection text to the right, and its checkbox to the left, you can use a simple css rule I created to fix it.

Simply add the css class “swapSides” (without the quotes) to the Choice Control:

And then add the following css to your Form’s Settings → Custom CSS area:

.swapSides sdata-nfchoicevalue] input {
  float: right !important;
  margin-right: calc(100% - 50px) !important;
}

.swapSides rdata-nfchoicevalue] label {
  float: left !important;
  padding-top: 2px;
}

This will result in the choice labels and checkboxes swapping places:

and will even work if you set it up to show multiple columns:

alright. now it’s really the end. 

@MegaJerk  Thanks for detailed explanation.

this worked like a charm for me. I really appreciate it.