My knowledge of the English language is primarily tacit, so forgive me if I'm wrong. I believe the answer lies in the use of regular nouns as parts of proper nouns. For example, Sears is not a regular noun. It is only a proper noun. Project is a regular noun. Gap is a regular noun, as is a Chili Pepper. It's the best explanation I can come up with. That would be the primary reason, but again when you're naming something, it's also completely arbitrary in many cases so "the" may be included or not at the discretion of the namer.
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