I don't really know either. But maybe it is simply to reduce the space taken up by country names. On my world map (which is conveniently pinned up on the back of the kitchen door), I notice that the capital of Spain is squeezed in between the P and the A, and "Netherlands" only has room for two cities - apart from the country name. In "United Kingdom", no towns exist at all in Wales, because "King..." takes up all the space. Maybe a long time ago there was a committee of mapmakers who just got together and decided to drop the articles and any other bits that seemed unimportant - to make life easier. Of course for some countries like China and Russia for example, there is plenty of space to squeeze in the letters; and in the case of Libya and Saudi Arabia there is no problem either, because their country names sit comfortably in what is presumably a "sea" of desert. Anyway, that's just an idea...

Because you don't use "the" with proper nouns (names). You are Tatiana, not. " the Tatiana" so it's the same with counties like Spain. The only exception is for things that are plural like "the united states'" "the european union" "the netherlands" "the baltic states" etc.