A Ukrainian person I know explains it like this: Ukraine is originally a Russian word with a negative meaning - something like “wastelands.” Under Russian influence, that name attached to the region anyway. So this person’s perspective is that it’s one thing to use Ukraine as a standalone proper noun with no meaning, but when you say “the Ukraine” you’re falling back on calling it “the wastelands” which is negative.
Now, I have no idea whether any of this etymology is actually true. However, this person really believed it, and when enough people believe something like that, it can still change what’s considered proper. (Much like the way most people today assume that niggardly is a racial slur, when it’s a word for stingy that originated in in Northern Europe and has nothing to do with that other n-word.)