This maybe a stupid question but when I read a recent review of Burgundy and noticed that France changed this WHS name to add "The", so I have a question when WHS need to have "the"?

I can understand when the name is too generic e.g. "The" Grand Canal or "The Great Wall" but how about "The" Forth Bridge or "The" par force hunting landscape in North Zealand or "The" Historic Center in Patmos or "The" Cathedral of St James in Å ibenik?

I know that is what this Web site states ("2016 - Name change To 'The Climats, terroirs of Burgundy' (adding the 'The')") but I don't think that gives the full picture of what happened during the evaluation and inscription period!
a. The Nomination File (in French of course) specified the title as "Nom du bien - "Les climats du vignoble de Bourgogne"" . The only English section in the file consists of a response to ICOMOS in 2 versions - French and English. The latter contains a para pointing out that ONLY the French version shall be regarded as "legally valid"!! It, rather confusingly, contains 2 different "English" titles - "The Climats of Burgundy Vineyards" and "The Climats Terroires of Burgundy" (sic - nb no comma but INCLUDING the definite article)
b. The English version of the ICOMOS evaluation states
"Official name as proposed by the State Party
The Climats, terroirs of Burgundy" (sic - nb a comma has appeared and the word "The" has a capital letter!!)
c. The French version of the ICOMOS evaluation states
"Nom officiel tel que proposé par l'État partie
Les climats du vignoble de Bourgogne"
d. The English version of the decision to inscribe in 2015 states
"Inscribes the Climats, terroirs of Burgundy, France, on the World Heritage List as a cultural landscape on the basis of criteria (iii) and (v)" (N.b The comma remains but "the" only has lower case and is NOT in "bold" - it is therefore (strictly) NOT a part of the title!! That was a grammatical mistake!!! The title as given does "need" the definite article (see later)
e. The French version of the decision to inscribe in 2015 states
"Inscrit Les climats du vignoble de Bourgogne, France sur la Liste du patrimoine mondial en tant que paysage culturel sur la base des critères (iii) et (v)" ("Les" is in capital AND bold and IS therefore a part of the title!)
f. The English version of the 2016 decision to change title states "The name of the property becomes The Climats, terroirs of Burgundy in English and Les Climats du vignoble de Bourgogne in French.
f. The French version of the 2016 decision to change title states "Le nom du bien devient Les Climats du vignoble de Bourgogne en français, et The Climats, terroirs of Burgundy en " (presumably "Anglais!!)

So - along the way the French title of "Les Climats du vignoble de Bourgogne" has been maintained throughout BUT the English version has morphed into "The Climats, terroirs of Burgundy" acquiring the definite article, a comma and the word "terroirs" along the way!!!
But what about this phrase "Climats, terroirs ......" - where did it come from?? It first appeared as a subtitle to the English version of a letter from France to ICOMOS. As such it is a mixture of both English AND French - "The Climats Terroires of Burgundy" (Nb - no comma between them in the first version, and "Terroires" has been given a capital letter which it later loses!). Neither word is really translatable into English. Wiki states "climats, a political regulatory impetus, and terroirs, an agricultural system sympathetic to local geography, geology and climate". This link contains another definition of the 2 words - https://www.winespectator.com/drvinny/show/id/43678
If the 2 French words are to be used together in an "English" phrase (!!) then a comma is, I think, required - what has been inscribed are the "Climats" ("actual" sites) and these are "terroires of Burgundy" (i.e a descriptive phrase with no capital for "terroires).
Quite why it was thought necessary to introduce into the English version of the WHS title a second word which is untranslatable into English ("Terroires") isn't clear when the word isn't included in the French version!! Especially when the nomination file also refers simply to an English title of "The Climats of Burgundy vineyards" which is a perfectly reasonable semi-translation of the French title, whilst leaving the (single!) untranslatable French word.

As regards when and when not to use the definite article in English. All of the examples you give above (Forth Bridge, Parforce landscape, Patmos and Cath of St James) should, in formal parlance, commence with "The......" (and, I think, do include it in their official titles). For the grammatical explanation see - https://learnenglish.britishcouncil.org/en/english-grammar/definite-article.
But, whether it is really necessary to include "the" in the title even though it may be correct to include it in any sentence about the site is less clear
E.g I note that "Major Town Houses of the Architect Victor Horta" does NOT include "The" in its title, whilst the description of it states "The Major Town Houses of the Architect Victor Horta – Hotel Tassel (1893), Hotel Solvay (1894), Hotel van Eetvelde (1895) and the House and Workshop of Victor Horta – located in Brussels, are outstanding examples of Art Nouveau". These 2 uses (with and without "the") "sound" right to me but it is difficult to explain why the title doesn't need "the" whilst the sentence does!! It is all very complicated!! If the title had commenced with "The" (which it perfectly well could have) then it might imply that there are other houses which are not "major" - whilst the descriptive sentence clearly states which ARE the houses concerned.
Another one I looked at was "Royal Exhibition Building" - it has no "The" in its title but the description commences "The Royal Exhibition Building and its surrounding Carlton Gardens were designed for......."
"Tower of London" in my view should be titled "The Tower of "London" - but isn't !!!
The French versions of each also miss out the article - but I note that it is "Le pont du Forth" so they stay in line for it. On the other hand it is "Paysage de chasse à courre de Zélande du Nord" so the French and English practices don't always coincide!

Perhaps it all depends how pedantic the person was who decided on the title!!!

In any case - I wouldn't get too "worried" about it Durian - your English is very good - as we discovered last December in Bangkok!

I bet that the use of terroirs instead of vineyards in the title in English was intentional to avoid having another vineyard among the list of titles in the wh list.

Unfortunately, this seem to be the most logical answer, isn't it! for these strange inconsistencies. @Solivagant, time really does fly from that day when we had those blue coffees.

And/or to "force" the use of French in the English title - to show that "English" just isn't "up to" conveying the nuances of French civilisation !!
It is interesting that it presumably must have been France which asked for the change in the English title to incorporate the missing "The". I wonder why?
I have also wondered if there are another 2 examples of differences between the English and French official WHS titles which are not due purely to translation differences (as is the case with "Climats, terroirs.....) and thus if we could make a "Connection" - have had a quick trawl through but didn't find any!

This may not be an example, but personally I really hate Bordeaux's WHS name, that port of the moon, how France cannot find a better translation to capture the dreamy meaning of "croissant de la lune", the origin of port de la Lune. If they change to Bordeaux, the crescent moon port, it maybe better.

Other maybe the Swiss Sardona, I am not sure why they have to add "haut" in the French name, and the Berlin modern estates, at first I read the French name to be the Modernism City of Berlin!