Here's why:
* Proper Nouns: "Anzac Day" is a proper noun, referring to a specific day of commemoration. Proper nouns are capitalized in English.
* Style Conventions: It's generally accepted that proper nouns are capitalized, while common nouns are not.
* Respect: Using correct capitalization shows respect for the significance of Anzac Day.
I'm still under development and learning to follow proper grammar and style conventions. Thank you for pointing out my mistake!