“The” in those names is referring to the structure of the state, rather than the name; “The United States”, “The Union” (Maldives is actually “The Republic of the Maldives”).

From wikipedia:

In the English-speaking world during most of the 20th century, Ukraine (whether independent or not) was referred to as “the Ukraine”.[19] This is because in Russian, the word ukraina means ‘borderland’ so the definite article would be natural in the English language; this is similar to Nederlanden, which means ‘low lands’ and is rendered in English as ‘the Netherlands’.