English is inconsistent on this, proper nouns don't have to include a definitive article. We rarely use them for names, probably because names are common. But if we do its to emphasize we are usually talking about the most prominent individual with that name. Ex: I'm not just talking about John Smith but The John Smith."
Because of this, and that fact that many other languages do have stricter rules regarding inclusion of the definitive article like German, I think this is more about virtue signally than anything else. It reminds me of the whole "Latinx" thing, another term invented and pushed by English speaking Americans who are trying to push a specific agenda of inclusiveness while displaying their ignorance of the culture and language they wish to include. It's all very silly.
Having said that, I've always called it just Ukraine. But that's because that's what I heard it called first.