Yes, I can see the confusion.
However, as a general rule "the" precedes a name which is a "union" of multiple lands. The Soviet Union.
From Wikipedia: the Congo is a traditional name for the region of equatorial Middle Africa that lies between the Gulf of Guinea and the African Great Lakes. It contains some of the largest tropical rainforests in the world. Roughly it[clarification needed] should be Congo river basin, but political and historical (tribal) differences may occur.
The Netherlands comprise various "lands" such as Zeeland, Gelerland, Gromingen, etc. However, if stating the one country, it is usually termed as Holland.
Therefore, "the" is utilized because it points to a "union" of various lands, and not an independent country or state.
Done beating this dead horse!