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There are plenty of languages with gendered country names. Ukraine is die Ukraine (feminine gender) in German and the article is necessary since changing the article changes the meaning of what you're expressing. Whenever I see/hear "the Ukraine" I assume English is their second language.

Yes, my bad, I am not an english native, thanks for the reminder.

How do you explain "back in the USSR"?

... or "Born in the USA"

For the same reason as "The UK" or "The USA" - all of them are acronyms starting "The Union of ..." or "The United ...".

Similarly you say "The commonwealth of Massachusetts" but not "The Massachusetts".

This does not apply to Ukraine, unless you want to say "The Republic of Ukraine".

You don't know how lucky you are, boy...