The presence of "the" does not create a proper noun.
Sometimes, not always, writers capitalize "earth", "sun", and similar
terms which have unique referents, as in "the Earth", "the
Sun". I do not believe that they are truly the names
of those entities, and therefore I do not believe they are proper
nouns. If they were, we could write "I see it's going to be a
fine day because Sun is out", which is completely ungrammatical. "Sun"
is not the name of the sun in the way that "Jim" is my name.
Personally, I do not use them in capitalized form. I find that
these terms are left uncapitalized in most writings that I read here in
the U.S.
CJ