I see what you mean, Saluton. "Route 66" is treated as a place name to the extent that it not only bears a capital letter, but has even lost its article - see here http://en.wikipedia.org/wiki/U.S._Route_66. I think that Americans refer to some (or all?) other roads in a similar way. I have seen some marketing wags trying to imitate this phenomenon over here, for example the owners of the Route 303 American Diner on the A303 road in England: http://www.flickr.com/photos/geordieray/7976897494/ Sometimes people refer to bus routes similarly. But this phenomenon is exceptional for railway lines and pipelines.
There is a difference between the examples in Post 1 and Route 66. The consider the latter a proper name in its own right and has a status similar to that of a street name. For the London–Paris route [I would close up the gap on either side of the en dash], the head noun is route, a common noun. It just so happens that the common noun is modified by two proper nouns. For this reason the article is required there.
Proper names are a category on their own, and although the core names don't take articles, some do. So you have the University of Cambridge and also Cambridge University [no article].