Here's why:
* Compound nouns are words formed by combining two or more words.
* Proper nouns are specific names of people, places, organizations, or things.
Here are some examples of compound proper nouns:
* New York City: A city formed from the words "New York" and "City".
* Mount Everest: A mountain named after Sir George Everest.
* United States: A country formed from the words "United" and "States".
* Black Friday: A shopping day formed from the words "Black" and "Friday".
* John Smith: A person's name formed from the words "John" and "Smith".
As you can see, proper nouns can be combined to form compound nouns. They still retain their capitalized nature even when part of a larger word.