And Now For Something Relatively Frivolous
I would propose that the mysterious "the"s are actually features of the highway names, properly common to all U.S. dialects. That is, the name of the road in Phoenix actually is "the 10," and it changes its name to just "10" somewhere east of here. I base this on my own experience: I grew up in the "the"-less northeast, but a couple years ago I moved to Arizona, where highways have "the"s. Initially, I referred to highways without "the." But after hearing locals talk, I took up the "the" -- but crucially, only for highways in Arizona. I am equally comfortable saying "take the 10 to the 202" when giving driving directions for Phoenix and saying "take 495 to 290" for driving directions in Worcester, and equally uncomfortable with "take 10 to 202" and "take the 495 to the 290" (and this applies regardless of whether I'm talking to Arizonans or Pennsylvanians). Contrast this with other dialect shifts I've experienced in moving from western Pennsylvania to eastern Pennsylvania earlier in my life -- I stubbornly continue to use the pronunciation "crick" for creeks in any part of the state, and I made the change to calling all carbonated beverages "soda" no matter where they were sold. So the fact that I've taken up "the" strictly for highways in the southwest suggests that (at least for me) it's a feature of the highways themselves, not of the dialect we use to talk about them. So when I initially called it "10," I was speaking incorrectly rather than just correctly using an out-of-state dialect.