Well technically THE Pixies is still applicable because Pixies are things that could be referred to by using the word "the". Like THE Hives or THE Vines or THE White Stripes.
Eg: I like THE White Stripes on that wallpaper. I like THE Hives in that bee farming place. I like THE Pixies in this tale of fantasy and adventure.
To me, it is understood that pixies are mythical people akin to fairies.
Unlike THE Deftones. In which case, they are called Deftones.
-AC