Here's why:
* Province is a common noun: It describes a general type of administrative division within a country.
* Proper nouns are specific names: They identify unique people, places, or things.
Examples:
* Canada: Alberta, British Columbia, Manitoba, etc.
* China: Sichuan, Guangdong, Jiangsu, etc.
* Italy: Sicily, Sardinia, Lombardy, etc.
To use the correct proper noun, you need to specify the country and the specific province you're talking about.