As i understand the way common usage works, St Pauls Cathedral is Ok because it has always been labelled that way. So if the title, signs, letterhead and so on have always excluded the apostrophe it is left this way as it has become common usage. Also correct is St Pauls.
This is very common with place names. For example, Lavers Hill.
if you check out a map or a street directory you will see stacks of examples: rivers, capes, beaches, mountains, towns, buildings and so on.
Interestingly there is a church somewhere in America called St Pauls and it is a church of German origin and the German language doesn't have an apostrophe.