According to Oxford Dictionary, can be:
A regular gathering of people for the purchase and sale of
provisions, livestock, and other commodities.
1.1 An open space or covered building where vendors convene to sell their goods.
An area or arena in which commercial dealings are conducted.
2.1 A demand for a particular commodity or service.
2.2 The state of trade at a particular time or in a particular context.
2.3 The free market.
2.4 A stock market.
The 1 definition is the market where you go to buy groceries, maybe, or tuna, whatever. The physical place.
The number 2, is one of those words which, at least in European languages, are hard to define. Culture (anthropology), being (philosophy), conscience (psychology), market (economics) are words you will definitely find listed in dictionaries, but even then they don't provide a good grasp of the concept, because those are highly abstract.
Market as in 2 are the exchanges, properties, transactions, speculations, fluctuations, and trades that happen in a society where there is estimation of material value (which doesn't in indigenous societies, for example). The invisible hand.
Thus, being this abstract, congregative concept that is the market, it can be used as uncountable. However, it can also be countable, as it could be said that there is only one market (because of globalization), which makes the use of "the market" viable; in the same token, in monotheist religions, "God" can be referred to with simply "God" or "the God", after all, for them, there is only god, which makes the former option more natural sounding.
So, it is not like market is countable but treated as uncountable. Both "market" or "the market" are possible; choose the most natural sounding according to the context/phrase.
PS: "a market" is also possible, albeit strange. E.g.:
— So, can someone point out a market that is highly unstable?
— The cryptocurrency market!