You do say "The UK," "The USSR," and "The United States" though. I wonder if, because of this, it's a habit among English speakers to refer to countries who's names start with that U sound (juː according to wikipedia) to put the article in front of it.
This native English speaker would never think to say "The Uzbekistan" or "The Uganda" though. All of your examples are country names that are compound names, and hardly natural-sounding names at all.
Nothing like that at all - it's quite simple: a name that is a collection of things can be 'The [collection of]'.
- The Netherlands = The [collection of] lands that are 'nether' (=associated with reclamation from the sea, presumably)
- The USA = The [collection of] states
- The UK = The [collection of] kingdoms
- The USSR = The [collection of] soviet republics
The country called Ukraine is not a collection of ukraines, so it shouldn't be The'd. :)
In those cases, the elements of the full name of the country in question are each common nouns rather than proper nouns. Thus, "The Union of Soviet Socialist Republics" is more useful/appropriate than "Union of Soviet Socialist Republics" because without the "The", it's not clear that the name describes a unique entity rather than a generic union of soviets.
