Yes, I know it's the title of a comic. All the more reason why adding "The" to it would make no sense. Whether it tells the same story or not, it's a matter of brands and trademarks. X-Men: First Class is a recognizable name that already exists as a trademark, so where's the logic in giving a movie a name that's almost the same but has "The" stuck into it?
And it's not unprecedented for a movie to use a title that was originally used for something very different from the story it tells. Blade Runner was loosely based on a Philip K. Dick novel but took its title from a book/treatment by William S. Burroughs that had absolutely nothing to do with the story of the film Blade Runner. For that matter, the term "blade runner" doesn't even meaningfully describe anything in the movie. (Deckard uses a gun, not a blade, and he's the pursuer rather than the pursued, so why the hell would he be called a blade runner?) But the producers liked that title so they bought the rights to it and used it for something totally unconnected to it. For a less extreme example, there's I, Robot, which uses the general concepts, background, and certain characters from the Isaac Asimov anthology by that name (or which was given that name by the publisher over Asimov's protests) but doesn't adapt any specific story within it. And then there are remakes that change the original story drastically yet still keep the name, like the recent Bionic Woman TV series (sorry, couldn't think of a film example off the top of my head). It's about branding and name recognition. Sometimes the reasons for using a title have diddly and/or squat to do with the actual content of the story.
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