True for more than just single digit numbers too, e.g. I-205 vs. the 405.
But for multi-digit, it's virtually never there - it's 405 and 520 (without "the"!), not I-405 and WA-520.
Now that I think about it, it's probably not so much about the number of digits, as it is about the number of words. So I-90 gets the prefix because "ninety" is a single word, but I-95 somehow sounds strange.
I guess it's what you grew up listening to.
To the driver these are just freeways. Now LA did have many more major freeways which were state routes and not Interstates (with the occasional US Highway, such as the 101) than most places do. Where I grew up in the mid-west, we really only had Interstates and regular roads and did say I80 and never, "the 80"