One example in Bernese Oberland I like: There's a ski resort Lenk. People say they live «in the Lenk» or they travel «to the Lenk». In German you have to know that the genus of «Lenk» is femimine and use the dative or the accusative: «in der Lenk» or «zur Lenk».

That's very weird but even to me omitting the article and preposition sounds wrong. By the way «to the» is contracted from the long for «zu der» to «zur».

Compared to «Frankfurt am Main» there's no specification of a river or something else. It's just the location name where the article and preposition is often required.