Why do some people put a space after the word the comes before an exclamation point?
That would be an error in English.
In written English, there is no space between the word and the punctuation mark succeeding it.
However, a space between a word and a succeeding exclamation mark is sometimes used in computer printing because of the possibility that the exclamation mark might be misread as an 'l'. That still does not make it correct usage, of course. :)