Grammatically the countries seem identical and baffled why these few countries have “the” especially since it’s not like there are many other Netherlands/USA/Congo out there which then demands an article to clarify we are taking about THE USA not just USA.
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It’s because it, like so many incredibly arcane rules of many languages, is a shibboleth to tell whether or not you grew up in a particular culture.
There are no good rules for this, so the only way to actually know whether or not a “the” is there is to grow up or otherwise experience it one way or the other. After some time it will sound “right” and the other way will sound “wrong”.
Ukraine is a prime example. The (imho correct and respectful) way of saying it is “Ukraine”, mainly because the people there have made it so to differentiate itself from the various forces who would have it another way. But we didn’t generally know about those issues until recently, so it was in the US “The Ukraine” for a very long time, and would have sounded weird the other way. We show our respect (and thus pick a side) by saying one or the other.
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