Hi there! Great question. I'm actually not familiar with this particular race/tour, however - I would say that if you called it La Vuelta de España, you would then be saying it is a Return from Spain (vuelta is the participle of the verb VOLVER which, when followed by de - VOLVER DE - means to return from.
I can understand your confusion, because it is true that in other contexts, the preposition de is used to express origin or ownership. The use of the participle vuelta in this phrase, however, changes things. Vuelta in this context (without de) now means "tour" (and if it weren't the title of this specific cycle tour, vuelta could even be translated as "lap" or "trip" or "round"). Therefore, we want to specify that this is a tour throughout or even to Spain. This cycle race is not a departure from Spain, but rather it is an event occurring within Spain.
Amazing how these tiny prepositions make a huge difference, right?!
I love talking Spanish grammar and am happy to help in the future if you're interested in learning more via online sessions.
Un saludo cordial,
Alissa G., M.A. Spanish