It's not pretentious bóllocks to refer to The FA as The FA is it? Or do you call it the English FA?*
Neither is it to refer to The Open as The Open.
* The others seem to include their country in their title
www.fff.fr/
www.cbf.com
www.knvb.nl/
www.rfef.es/
www.figc.it
and of course www.scottishfa.co.uk/
www.thefa.com/