Have you ever wondered if rock bands who don't have a "The" at the beginning of their band name get bent out of shape when people get it wrong? For example, Pixies sing "Where is My Mind?", but if you were to be in my vicinity as I was playing said song and asked me who the band was, I'd probably answer "The Pixies" without hesitation. I obviously know better, so why do I do that? I guess it's a case where wrong sounds right.
Other bands in my music collection that I have the same problem with:
Just kidding about that last one. Dumb band name humor. I don't actually have any The The in my music collection. Nothing against the band itself, but it's a profoundly irksome band name.