It's actually a really interesting but of english.

We include 'the' when the type of government or state is mentioned which is why it is just China but it's the people's Republic of china or in the case of a region, like the Cotswolds.

Ukraine was referred to as the Ukraine during the soviet Union as it was a region of a greater country. Therefore using the Ukraine basically diminishes Ukraine to a territory of another country which is sorta what they're fighting not to be.