The Guardian recently had a guide to the declining use of the definite article in place names (The Lebanon, etc). And while the article was 90% an excuse for the gag at the end, the topic is not quite as dull as it sounds. Or at least, you can get pleasantly OTT with it:
when someone talks about “the Sudan”, he always sounds a bit like he’s impersonating Kitchener; there’s always the ghost of “Belgian” there when someone says “the Congo”.
When there’s no colnial past, I can imagine it being a related cast to Danel Davies theory of place names:
the importance of any foreigner to the politics of the UK can be reasonably assessed by looking at how much trouble the newsreaders take to get his name right. In general, the BBC appears to believe that all foreigners are pissy little no-marks and you pronounce their names phonetically as if they were English words.
So it should be possible to chart the importance of Venezuela, for instance, according to whether the president is Hewgo Tchavez or oogo shavez. Slightly silly, yes, but less arbitrary than the Big Mac Index
Accuracy is less important than sounding a bit foreign. Even BBC Proununciation Unit (it exists!) are mainly want to ensure that “the pronunciation flows as naturally as possible in an English-language broadcast.” So hyper-correction is fair game.
Thus, with the definite article in place names; saying “The Ukraine makes it sound a bit exotic. And since there’s no definite article in Ukranian, you can do what you like anyway.