Sitifan, here in Los Angeles, we used to have two very popular department stores with "the" in their titles.
Back in those days, I might have written something like "Yesterday I spent five hours shopping at The/the Broadway," but never "Yesterday I spent five hours shopping at Broadway."
And I might have written something like "Yesterday I spent five hours shopping at the May Company," but never "Yesterday I spent five hours shopping at The May Company" or "Yesterday I spent five hours shopping at May Company."
"Broadway" was once the main shopping street in downtown Los Angeles; "May" was the last name of the man who bought that business.