The etymology of the Netherlands is the Dutch "nederland", or "lower lands". I'd consider "the lowlands" to fall into the region category, much in the same way that the Ukraine translates to "the frontier" or "the border".
> Which one? ... Exactly
What can I say, English is weird. The Gambia does the same, in both cases referring to the region around a particular river.
Let's take these one by one:
>the Netherlands This is plural: the Low Countries. You are referring to a group, same as the United Arab Emirates and the United States.
>the Congo Which one? ... Exactly.
>the Ukraine Already discussed, referring to it as a region denies its sovereignty.