That video above is by a band called "Cults." Not "The Cult," but "Cults." This is their second song to get notice; the first, "Go Outside," (download here) is a good summer pop song that's already gotten some breathless praise.
But still: there's already a band called "The Cult." Those words are now retired for band-naming purposes, unless you add a some other words in addition - like this band, who pluralized another popular band and then repurposed it by affixing a qualifier.