The phrase "That man/woman" is often used by a person (usually of the opposite sex) when they are angry with a person and the context is aimed at the person who is out of favour. The use of this terminology is thus associated with, what most of the people I know would consider, a derogative meaning.
I personally have been taught that to use That/The+Gender+Name{(person),i.e. proper nouns associated with people}, is rude or even insulting but at the very least condescending. @LawrenceC also states in his answer to the question "When can 'the' be used before a name?"
You don't use the before names or proper nouns that identify a person.
If you do this with a proper name it sounds like you are trying to depersonalize someone (i.e. consider them a mere thing) and can be considered rude, condescending, and awkward.
My question is two fold. "What is the origin of this implication". and Is the implication the same in different regions in the UK and also in US English.