MacBook autocorrects "The Bible" to "the Bible"
This is (sort of) expected behavior because the name of the book is not The Bible but rather Bible or Holy Bible or King James Bible, etc.

When referring to it, you say/write the Holy Bible.  

So, this isn't a "spelling" issue where you can add this to a dictionary rather it has to do with grammar.  Unfortunately, it's trying to anticipate what you're typing and erroneously making the correction.  You either have to go back and manually change it back or click the "X" when it pops up so it doesn't make the change.

There's a good reference on capitalization rules and it appears what the grammar check is attempting to follow.