And we had The Ukraine before it dropped the article, for whatever reason. I like the slightly jarring "The" in front of those countries' names. Gives them a little something extra, grammatically.
In short, Ukrainian has no definite article, unlike English. Ukraine officially dropped 'the' from the English translation of the country's name after independence. Some Ukrainians find the use of 'the' somewhat insulting as it is the Soviet-era translation and disregards the Ukrainian government translation.