Thanks for replying! It sounds like they came to the same conclusion - while decay may be there, it's compensated/overshadowed by the added volatility over the weekends.
"As it turns out, there is risk that exists over the weekend, because the standard deviation range for weekends (Friday to Monday) during the period studied was +/- 0.75%. The hosts basically extrapolated from the data that a given option’s premium already accounts for weekends.
Therefore, there doesn't appear to much advantage (if any) to deploying a strategy that focuses on adding theta just for weekends - for example, placing a trade on Friday with the intention of taking it off on Monday."