In reading about the LA Freeway Fire this week, it struck me (from the East Coast) as very awkward when they consistently refer to roads by prefixing them with "the". i.e., "The I-10". On the East Coast (or, at least in New England) we typically refer to roads as simply "Interstate 10", or "I-10". I've also noticed that my GPS narration omits the "the" when asking me to take an exit ("take the next exit for Interstate 95 South").
Is this just a regional dialect, or is there some rule in the English language towards using one technique or the other? When referring to smaller roads, do people out west prefix those as well? For example, is it "turn onto the Park Avenue", or simply "turn onto Park Avenue"? If it's the latter, what rule[s] makes those roads different than numbered roads that get a "the" prefix?