We are all Slave now.

[Adder]

Originally Posted by Hank Chinaski

But Ukraine has always been the Ukraine ("the Ukraine is weak Newman!")

Having had the misfortune of having had dealing with the government of Ukraine, I've had the opportunity to learn that this frowned upon by the locals.

Is there some rule or is this another random English quirk?

Seems like there's a tie to British colonialism somehow - the Levant, the Sudan, some others I can't think of right now - but it may just be a relic of historically referencing a region that wasn't a state, or was more than one state.