I.e., almost no one says, “I went to UK...” Instead they say, “I went to the UK...” and “I live in the United States...”
Although its far from consistent, as I've never hear anyone say “the Yugoslavia”, but everyone adds the article to most of the descriptive country names, “the Czech Republic”, “the United States”, but not all, “I landed in East Timor”.
Nor are all regional names set off with an article. No one goes to, “the Tuscany” even if they live in “the South” or "the Dells".
Adjectives vs nouns
United is an adjective
Czech is an adjective
South is an adjective
Ukraine is a noun
Tuscany is a noun