If you worked at one of those institutions, though, you'd add an article and be specific - you work "at the university" or "at the hospital". (You'd expect the listener to infer that you mean the specific university/hospital in the area, assuming there is only one.)
Edit: More colloquially, we also have "going into town" (no article, even though it's probably a specific town that is clear from context!)
The article-less usage only seems to work for generic places (hospital/school/prison/university). It doesn't belong with a noun that refers to a person but also sort-of-refers to that person's place of business. You're "going to the doctor" or "the dentist" or "the hairdresser" - never "going to doctor". This is despite the specificity often being superfluous here - the listener might not know/care which dentist you use!