The "The" part in english is not an article but part of the name. (otherwise you would get extremely weird things like we are going to "Hague" which makes absolutely no sense at all.
It is a 100% similar to Los Angeles etc. (besides that in one case it is decided to keep the local name and it the other it is fully translated. And english is quite random with that, sometimes it tranlates names sometimes it just slightly adjust spelling and sometimes it leaves it as is)>
Relesness is not seeing your logic, because there is none. You are comparing two things which are the same yet concluding they should be treated differently.
(like saying peter and john are both boys, but only peter is allowed in because he is a boy..)
Btw as an addition to the above discussion. You dont call the capital of Algeria "Giers"do you?! Or simply "Islands" since it stands for "the islands"
"Like, new york totally should so be listed under Y, because "new" is an adjective.... and well, I couldnt come up with it.."