Here's why:
* Alcyone is a specific star: Alcyone is the brightest star in the Pleiades star cluster. It's not a name for the entire cluster itself.
* The Pleiades is a cluster: The Pleiades is the name of the entire star cluster, also known as Messier 45 (M45).
So, while you can refer to the brightest star in the Pleiades as Alcyone, you can't use another name for the entire cluster.