It's pretty typical to capitalize articles in English if those articles are part of a proper noun (esp. at the beginning of the term). So it seems likely that the article is seen as part of the name of the place. I'd guess there's a similar phenomenon with plurality in proper nouns.
The article is capitalized only when it is the beginning of a sentence, or for the elementary school of the same name. The article behaves "normally" (eg switches to aux Olympiades when needed) while the English article stick to Les Olympiades with a capitalized "Les".
Interestingly, both articles first words are "Les Olympiades", but:
* "Les" is in bold in the English one, as if it was part of the name, while only "Olympiades" is in bold in French
* The French article says "the Olympiades are" while the English one say "the Olympiades is".
Ah now I get what you are saying. Okay so remember this was all subconcious, but I think I added the articles since "Les Olympiades" seems like a whole name. Just "Olympiades" makes less sense since that could have different meanings, like people perhaps. In that sense, I considered "Les" as part of the name. Therefore, it is capitalized.
Porte d'Italy on the other hand is clear, there's only one interpretation, and therefore the article is not part of the name.
I am not saying this is right, just my brain doing brain things.
I apologize if correctness is important for you, I will try to be more precise going foward.
[0] https://en.wikipedia.org/wiki/Les_Olympiades
[1] https://fr.wikipedia.org/wiki/Olympiades_(quartier_parisien)