Generally, “The” before a name is there to pull together [edit: and by this I mean distinctly identify] a plurality of entities or before a collective noun which turns the collective into a singular entity.
We don’t say “give it to the Joe” when talking about giving something to someone identifiable, but we do say “give it to the Joes” when talking about giving something to a collective.
Similarly, I am going to “the Europe” sound silly, because there is only one. But “I am going to the east” does not, because there’s lots of east to choose from.
So “The United Kingdom” is there because there are different entities united.
“The Republic” is used because a republic is a plurality.
“The Ukraine” is because Ukraine means borderland, and “land” is a collective noun.
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