, as this phrase consist of the word "the", it gives the sentence more clarity that you are indicating that particular Sunday and emphasises it is only on that day, not any others. You can also rephrase it as : " the upcoming Sunday" , remember to put the word "the" to enhance clarity.
Native speakers would not or would hardly say " on coming sunday", because this does not directly indicate which particular upcoming Sunday you are talking about, also because using " the " is so common (in this situation ), saying the phrase " on coming Sunday" would seem a bit strange to native speakers of English.
Therefore, I do not recommend you to use the latter phrase:D
參考: myself, Hope that this could help you. Email me for more questions if u want