My take here is a different to the "proper name" one: while the use of a proper name (which would be uppercased) would indeed warrant not using an article, I think that here it's more the use as a domain qualifier which makes this sound better without an article.
That would be comparable to "in heaven" or "in love and war".
You also have sayings like "what happens in $x, stays in $x". This construct makes clear that neither a particular instance of $x nor an unqualified instance of $x are intended, but rather some general domain encompassing all instances of $x.
While this domain-specific drop of an article is most prevalent with "in" (cf "in transit", "in orbit", "in school"), it can be used with other constructs.
12Note your first words: I've just read Chuck Palahniuk's "Fight Club" - not *The Fight Club*. There's no such thing as a "rule" dictating which proper nouns get an article (like The Taj Mahal, The FBI, The CIA) and which don't (like Marble Arch, MI5, Fight Club). Effectively, the rule you don't know is that there is no rule in play here. Proper nouns are more or less "arbitrarily" named, in accordance with the wishes of whoever is in a position to bestow the name in the first place. – FumbleFingers Reinstate Monica – 2018-07-04T12:36:43.710
16Am I the only one tempted to downvote all of the posts here for talking about Fight Club? – Robert Columbia – 2018-07-04T16:27:09.003
4Are you sure it's not "The first rule of Fight Club..." in which case it becomes obvious that it is a proper noun? A quick Google search shows most of the quotes title casing the words. – Octopus – 2018-07-04T19:18:29.253
1The first rule of English Language Learners is... ;) – gone fishin' again. – 2018-07-05T13:37:12.317