That’s because the country’s name is The Democratic Republic of the Congo.
I don’t know of any country whose name doesn’t officially include ‘The’ (such as The United States, or The United Kingdom, or the aforementioned Congo) and gets an article superficially added.
The only reason I can think of for Ukraine is that it used to be part of another country and it’s just a holdover of when it was called ‘The Ukrainian Socialist Republic’
As far as the presence of articles (or lack thereof) in Russian, I’m aware, but we aren’t talking about the Russian name of the country, so much as the English.