Do you say “Puget Sound” or “the Puget Sound?”

I ask because it’s a major pet peeve of several Gen Xer Seattleites I know. They claim that only transplants say “the Puget Sound.” Instead of just “Puget Sound,” like “Puget” is a title.
Is it like “I-5” vs. “the 5?”

^{Image from Whidbey Island.}