Using the definite article for freeway/expressway numbers is the norm in Los Angeles and Buffalo, too - “The 405”, “Da thirty-tree”, etc.
Freeway is not defined in the Highway Traffic Act, but it is used in regs under that act, and is used in a couple of other acts, one of which defines the term.
For highways <400, we wouldn’t use the definite article. So not that we have a thirty-three, but it would “I took highway 33”. (Only, more likely 10, 7, 2, 4 or 5.) But it’s probably a generational thing, because as alluded to up thread, the provincial highways (which had the numbers I listed) were downloaded to the municipalities, so I don’t know that today’s yutes would still speak of them that way.
Some provincial highways were downloaded. Some weren’t. It depends which specific ones you’re referring to.