When it is singular, it is the specific name of one specific lake. We don't need to use "the." Since it is a name, the name indicates the particular lake we are talking about. In phrases like "the Great Lakes," we are describing, not naming. That's the issue: not singular versus plural but describing versus naming. Here is an example using two singulars. I am flying to Paris tomorrow. I am flying to the capital of France tomorrow. Here is an example using two plurals. ("Wings and Rings" is the name of a restaurant chain in the United States.) Let's go eat at Wings and Rings. Let's go eat at the restaurant on the corner.

It's not just that they're plural. It's that they're related groups. We always use "the" with island chains (the Bahamas, the Philippines, the West Indies) and mountain chains (The Alps, the Andes, the Urals). "The Great Lakes" is a group of related lakes, so we use the same rule.