In American English you do not use "the" in front of Papua New Guinea. In fact in American English, there are very few countries that you would use "the" in front of the name of the country.

It''s just Papua New Guinea in the UK too.

Idk how's in British english but in American english we don't use "The" in front of Papua New Guinea

In regular English, we call the country "Papua New Guinea". There's no US/UK English difference here. There are certain rules for including "the" in a country name, but none of those rules apply to PNG.

потому что в названии нет нарицательных имен существительных (штаты, королевство, республика)