What does "If the name is taken from a geographical feature, use the .Yemen ..."mean?

What countries have the word the in front of them? And why do they have them? Why the Sudan the Yeman or The Gambia, the Ukraine or not the Ukraine?

The Bronx or the Bowery? I don’t understand the question. You answered the question already. The geographic features were named before the countries that sit on them.

A bit more context would probably be helpful. The source appears to be this answer from the English Language & Usage Stack Exchange site. Here is the relevant text:

If the country name is common nouns, use the – the Czech Republic, the United Kingdom.

If it is a group of islands, use the – the Bahamas, the Maldives.

If it the name is common nouns followed by ‘of’, use the – the United States of America, the Peoples Republic of China.

If the name is taken from a geographical feature, you should use the – the Yemen, the Lebanon. This last one is declining though.

Your question is about the last bit. The point is this: when a nation names itself after the (already named) region where its people reside, ordinary naming conventions entail that the resulting country’s name would use “the” at the beginning. So if there were a region of land called “the Sedna,” and if the group of people who live there decide to form a nation and name themselves after the region, that country would conventionally referred to as “the Sedna.”

As the author of the original comment points out, this convention is declining. So even though ordinary naming conventions tell us that a country like Yemen should be called “the Yemen” (since the area in which the country is found was called “the Yemen” long before the current nation of Yemen came into existence), most people—including most Yemeni—do not say “the Yemen.”

The convention is still followed in other cases, however. The Congo, for instance, is almost always called “the Congo.” Ukraine is also very commonly referred to as “the Ukraine,” though this has become controversial among Ukrainians who reject “the Ukraine” as being a vestige of their occupation by the former USSR and see “Ukraine” (without the word “the”) as a symbol of their newfound freedom.

Argentina, in the past, was referred to as ”The Argentine”.

Thank you all and @SavoireFaire in particular for the detailed answer.
As an aside:
Why did the list only Belize Burkino Faso Canada Grenada Jamaica Japan Mongolia Montenegro Myanmar New Zealand Romania Santa Lucia Turkmenistan Tuvalu Ukraine (not “the Ukraine”) United Arab Emirates? There are 196 195 countries in the world.

@flo I’m not sure which list you mean (it does not appear in the answer I linked to). As such, I can only guess that whatever list you are asking about is not supposed to be an exhaustive index of every country in the world.

Oops, here it is:
http://www.grammar-quizzes.com/article4c.html But my question is, what is the significance of those countries in the OP’s context?

@flo I don’t think there is any special significance to those countries. They’re just randomly chosen examples as far as I can tell.

I thought I must be missing something.