Possibly two questions in here: Are these sentence constructions logical, and if they are, why are they different?
I swam across the Ocmulgee River.
I swam across the Pacific Ocean.
I swam across the Red Sea.
I swam across Lake Winnipeg.
I can't think of a way of phrasing the lake example while using an article with a proper noun. I thought at first it was because Lake Winnipeg is different; it's generic portion (the "Lake") comes first and the name of that body comes second, but I swam across Falls Lake is the same.
Yet the sentence I swam across the lake sounds right to me. …Why?