This has probably been asked before, but why do people call Arcade Fire "THE" Arcade Fire, when, erm, that isn't their name?

I've been told that they were called THE Aracde Fire when they released that first EP (although the re-release of the EP says Arcade Fire) but why do people still use the "THE"? What does it really prove, that they know that a few years ago the band had a "THE" in front of their name? Wowee they must be a REAL fan then.