A lot of people seem keen to make this point but I wonder how relevant it is. We happily talk about the UK, the Netherlands, and the US without delegitimising their existence as sovereign states.
I think one of the African nations uniquely officially has ‘The’ at the start of its title in a territorial sense (referring to the river). Can’t remember which one, The Gambia, The Congo, maybe.
Many other nations proudly have ‘The’ at the beginning in their official names, although generally in a non-territorial sense. Our own ‘The United Kingdom of…’ and various others: ‘The people’s democratic…’ etc.