Since St. is the abbreviation of Saint, it seems to me that regardless of the fact that it may be abbrevated in many instances, even a preponderance of instances, the actual name of the cemetary (or any other similarly named place) is Saint Mary's Cemetary. The fact that the name was abbreviated on their signage doesn't mean that the cemetary's official name is abbreviated.
Since the Styles and Standards for Category Place Names doesn't address the issue, I recommend that a standard for handling frequently abbreviated terms be established.