Actually, searching google for roundhouse camden shows a roughly even split between those that use the definite article and those that do not; looking only at reliable sources where "The" is not the start of the sentence, the proportion using the definite article are distinctly in the minority. When a subject has an undisputed official name, as here, we should normally use it unless there is another name that is clearly the most common in reliable sources, and in this case it is not clear that "The Roundhouse" is more common in reliable sources than "Roundhouse". Additionally, our policy is clear (WP:DEFINITE) that (in)definite articles should only be part of the article title if it is part of the "proper name", which in this case it isn't.