If it was a concious choice for whatever crazy reason, like I dunno, complication in using it in some sentences? Who knows. Or a bit more likely; "the" usually precedes a noun, but DT don't really go for specific titles as their album titles. I guess you could say The Train of Thought, or The Black Clouds and Silver Linings but when I think of every other album title it wouldn't really fit. Most of the titles seem to evoke some kind of imagery or symbolise aspects of their albums and perhaps limiting it to a certain title just hasn't fitted for any of their album titles so far.
Anyway, one thing's for sure is that they're certainly not afraid of using: 'or' 'and' or 'of' in their titles.