That's not how this works.
Greece is called Greece. Not Macedonia. Moreover, the article 'The' refers to a region or a conglomerate, or an otherwise grouping of things, not a singular nation. 'The' is generally a prefix for a collective noun, e.g the Balkans.
We don't say The Albania, The Bosnia, The Croatia, The Kosovo. We refer to these as Balkan states when referring to them within the ambit of a grouping, as falling under the umbrella of that collective term. We can still refer to them as individual states, and do, unless making reference to that collective. Ukraine is not analogous to this.
I like you both, but you're both wrong here. Wrongs as a raisin in a salad I'm afraid.