You don't say the Canada, the Ireland, the Iraq, the Japan, etc...

Well we do say The Gambia, The United States, The Republic of Korea...

The United States of America,
The Soviet Union,
The Maldives,

I'm sure there are others

In German we use the article only for feminine countries. Yes, everything has a gender in German, even countries. We say "Die Ukraine", but just "England" and not "Das England".

But English has lost its grammatical genders some 800 years ago, I guess that's too long ago for being the reason.

When it was a part of the USSR it was mainly called "The Ukraine". Since independence, dropping "the" is preferred. But older people will have heard it called "The Ukraine" most of their lives.

It means like "the edge" - which is what it was - like "the borderlands". But plenty of places have the in the title optionally

"The" in those names is referring to the structure of the state, rather than the name; "The United States", "The Union" (Maldives is actually "The Republic of the Maldives").

From wikipedia:

In the English-speaking world during most of the 20th century, Ukraine (whether independent or not) was referred to as "the Ukraine".[19] This is because in Russian, the word ukraina means 'borderland' so the definite article would be natural in the English language; this is similar to Nederlanden, which means 'low lands' and is rendered in English as 'the Netherlands'.

It's a fair peeve, since it calls back to Soviet era bullshit.

But it's gonna take a few more decades before it dies out now that Ukraine is the forefront of resistance, and is likely to be. I think it would have been over and done soon were it not for that. Only older gen-x and older were really using "the Ukraine" on a regular basis that I could tell. Us gen-xers were phasing it out overall just because it's one less word to type.

But with the news being crammed full of both naming versions, it's gonna drag it out