Learn English – Which is more common – ‘the most’ or ‘most’

The issue with the second usage is that "matter-of-factly" means "in a matter-of-fact style"; it is not synonymous with "as a matter of fact". "As a matter of fact" is by itself already an adverbial phrase (meaning "actually"); tacking an additional -ly on the end to re-adverbialize it can't be right.

I'd be more inclined to express your friends' apparent intended meaning as "I don't know personally" or "I don't know directly".

The Chicago Manual of Style recommends:

Generally, if “the” is part of the name, but not absorbed by the abbreviation, use “the” as if the abbreviation were spelled out:

• The NFL comprises thirty-one teams.
• NFL games rarely get postponed owing to inclement weather.
• In its ninety-two years, the NAACP has been a cornerstone of American civil liberties organizations.
• NAACP membership is open to all who can afford it.

In other words, use “the” unless the abbreviation is used as an adjective or unless the abbreviation spelled out wouldn’t take a definite article (e.g., American Telephone and Telegraph).

In your examples:

• “The” is part of “the British Broadcasting Corporation” and is not absorbed by the abbrevation, so it’s “the BBC.”
• American Broadcasting Company is officially ABC, Inc., so it’s “ABC.”
• NBC is officially NBCUniversal; no “the.”
• The Austrialian Broadcasting Corporation is commonly referred to as “the ABC.”

It’s instructive to see how the Bureau of Land Management’s own documentation (where they are “the BLM”) demonstrates CMoS’s recommended usage.