The only reason I can think is that "the United States" or "the US" is short for "the United States of America." The word "the" is a definite article in the English language which means that we are referring to a specific thing. In this case, we are referring to the 50 states that make up our country. Hopefully that makes sense to you.
Also I agree with FHHtheElder, no native would ever leave out "the" we always say "the United States" because that is the name of our country. I really can't think of a scenario where I would say only United States without "the" in front and I am a native English speaker from the United States.
Great question! You really had me thinking on that one!
Also "The United Kingdom". That particular united kingdom - not just any old united kingdom.
"The USA" still follows the rule on no articles before names. We don't say "the United States of the America". "America" is a name. When "America" is used as an abbreviation for the USA, then there is no article before "America".
You usually use "the" with countries whose names include words like kingdom, states, or republic such as The Kingdom of Saudi Arabia, The United States, The United Kingdom, The United Arabic Emirates, The Republic of China, etc. Often we keep the article in the abbreviated form. for example: the UAE.
Because it is correct to say ¨from the United States¨ and not correct to say ¨from United States.¨ Native English speakers from the United States generally prefer to say it correctly. (Even Grammarly points out my error for me in the above.)
There are different limited situations where it is correct to leave off the word ¨the.¨ The only one I can think of now is ¨Miss U.S.A.¨ for the winner of a famous beauty pageant.
Well, the answer is simple, that's the name of the country.
You said: "but some people don't prefer to use "THE" at all."
Native speakers always do. Again, it's the name of the country. If you Google it, this was asked and answered on italki last year.
To be clear. "I'm from United States" is incorrect.
I should add that there are other forms that are used. But that's not what you are talking about. This is from Wikipedia:
The short form "United States" is also standard. Other common forms are the "U.S.", the "USA", and "America". Colloquial names are the "U.S. of A." and, internationally, the "States".