Illinois is weird in this regard. In Chicago most of the big freeways have names as well as highway numbers that are used with articles in spoken language far more often, even on the TV news. So it’s “The Kennedy, the Ryan, the Edens, the Ike” instead of say “I-94” or “94”.
A notable exception is Lake Shore Drive (US Highway 41) which everyone just calls “Lakeshore” in conversation with no article.
I’ve lived here nearly 50 years, and even had a Lake Shore Drive address for a few years. LSD isn’t very common at all in my experience. Cabbies in particular all say “Lakeshore” or “Should I take Lakeshore?”. Same with traffic reports on WBBM etc. Everyone who lived in my building said “<numbers> Lakeshore” when asked where they lived.
The economy of two syllables instead of three wins I guess.