Aren't they all proper nouns and therefore supposed to not need the definite article?

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[โ€“] 2 points 2 months ago* (last edited 2 months ago)

The holy spirit is a funny exception, since it doesn't have an actual name, but this still feels right, even there.

The sun and moon are other examples. Historically there's no reason to have a name for them, since they're the only one. Sol gets called Sol in some contexts now, and there's Luna, but that hasn't really caught on - it's usually "Earth's moon".

You can definitely talk about Popes plural, if you don't just mean the current one.

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