Japan or Indonesia without article

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Why would the plural necessitate the use of the definite article?
It doesn't necessitate it; it does, however, sound natural.

For example, the band name "Edie Brickell & New Bohemians" sounds odd to me without the word "the" in it.
 
The Edie Brickell & New Bohemians? :-D
 
In addition to introducing the type of state ("the French Republic", "the Dominion of Canada", "the United States of America", "the Roman Empire", etc.), the word "the" also introduces a geographic region rather than a state.

"The Japans" means, or a long time ago meant, "the Japanese archipelago".

"The Ukraine" was a region in the Russian Empire and in the USSR. "Ukraine" is the modern state covering much the same territory.

"The Congo", if not the river, may in context mean "the Congo (River) basin".

And so on.

PS. It should be clear that "land" (and also "stan", by the way) as part of a country's name no longer indicates "type", but "lands", plural, still does -- thus, as has been pointed out, "the Netherlands" = "the Low Countries".
 
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