But even the 'correct' version shouldn't say 'the Wimbledon' unless it's an abbreviation for some institution such as 'the Wimbledon Theatre' (if there is such a place). And the 'continuous' requirement doesn't work here:
He has been playing at Wimbledon since he was 18, but not in 2004 (when he didn't qualify, or in 2006 when he had his ankle problem).
He has played at Wimbledon every year since his 18th birthday.
(Playing at Wimbledon is not a habit. 'Whenever he plays at Wimbledon, he stays at the same house' - that's a habit. Perhaps that's why the rule doesn't apply here. But I'm not much of a "rules" man. )