Been selling options for a year + and still don’t fully get the “3rd Friday” effect.

I’ve been selling CSP/CC and naked puts for little over a year now, mostly monthly and weekly expirations. I keep seeing people talk about how the 3rd Friday (standard monthly expiration) or the last trading day of the month tends to carry more premium / see more volume than a random weekly expiration, but I’ve never had it explained in a way that actually clicked for me. Is it really true that monthly expiration (3rd Friday) have inflated premium compared to weekly’s on the same underlying? If so, why? Interest concentration, institutional hedging/rebalancing, or something in the IV term? I would rather sell a 3rd Friday expiration and choose a lower delta due to the “more premium effect” and just relax. Opinions. Thanks in advance.