Because when it was part of the USSR, it was called “The Ukrainian Soviet Socialist Republic” in English - or “The Ukraine,” for short. After the Soviet Union broke up and Ukraine became sovereign, the article became associated with the country’s communist past, so Ukrainians don’t like it. Plus, since there aren’t…

It’s just “Ukraine,” there’s no article needed. “The Ukraine” is what it was was called when it was part of the USSR and it’s seen as a huge insult in Ukraine.