That would be because Black Friday is a "shopping" holiday, not a federal holiday. Most schools are out and daycares are closed...how about spend time with family? Way to complain about a 4 day weekend jeesh. If the state pay doesn't suit you...find a different job. Which, you picked a career that is usually confronted with down-days and shutdowns...should have saw it coming. 

In the end, the furlough day makes sense as most parents with kids in school and daycare find it burdensome to utilize their back-ups IF they have one. And it saves gov't money which prolongs your job security.