I wonder why the book wrote:
Are you ready for Sports Day? (=the Sports Day)
Why there is no article 'the' preceding the word Sports since it is a Proper Noun?
@JasonBassford is right in the comments. Proper Nouns do not take "the" article behind them.
However, some exceptions are present, as they always do in the English Language. An article quotes:
“The” is used with singular proper nouns in the following categories:
Government bodies (the Congress, the Senate)
Historical periods (the Restoration, the Ming Dynasty)
Religious texts, entities, and leaders (the I Ching, the Methodist Church, the Pope)
Your example of "The United Nations" comes in the first category. Mostly, "the" is not used behind festivals, like Christmas, Easter etc but using or not using the definite article behind events does not makes much difference and is up to you.
Hence, in short, both styles (using or not using "the") is alright.