There's a whole bunch of them that look as if they would require one, but actually don't:
Times Square, Trafalgar Square, Union Square, Carnegie Hall, Central Park, Hyde Park, Westminster Abbey, London Bridge, Oxford University, etc.
As opposed to:
The Albert Bridge, the George Washington Bridge, the Eiffel Tower, etc.
Is there a rule, or some sort of historical reason?
Why this is not a duplicate question: This is not about the general rules about articles; nor am I asking for instructions on how to use them; I already know how.