I have always believed titles to be proper nouns, so in this question I stated it as an answer "Why We Listen to Music" versus "Why Do We Listen to Music" in title
Somebody has been insisting in comments they are not proper nouns, but as it is a comment and not a proper answer there hasn't been room to expand.
Here is my research: https://en.wikipedia.org/wiki/Proper_noun
Current linguistics makes a distinction between proper nouns and proper names; but this distinction is not universally observed
By this strict distinction, because the term noun is used for a class of single words (tree, beauty), only single-word proper names are proper nouns: Peter and Africa are both proper names and proper nouns; but Peter the Great and South Africa, while they are proper names, are not proper nouns.
So some people make a distinction between proper nouns and names, but not everyone does. The name of an article is it's name, so some linguists call these proper names, others call them proper nouns.