The France

I just had the following conversation, and I thought it was funny:

her: should i accept "The Vatican City" as a correct answer?
me: i would accept "the vatican city". for the same reason i would accept "the united states". i mean, you can't say "the france", but it seems like any country with more than one word (like "the soviet union") is ok

I just like the idea of "The France". and "The Spain" and "The Germany".