Dunno. I think adding “the” in front of it is enough. Around summer 2023 I saw some high-ranking orc (Peskov? Medvedev? Cannot remember) using “the Ukraine” in a social media post on Twitter or Telehlam or whatever, in order to emulate using the Russian preposition “na”. The high-ranking orc figured using “the” in front of Ukraine’s name is insulting and thinks that it somehow shows Ukraine as a region instead of being a full-fledged country, so I took heed of the example and started saying “the Russia”.

I’m not sure if it really conveys the notion that the Russia is an artificial creation that is a weird product of Mongolian corruption mixed with stealing the name of the people living in the country behind the Russia’s southwestern border and claiming some of that other nation’s inventions as the Russia’s own… At least the common reader probably doesn’t get it.

But, Kremlin considers it an insult to add “the” in front of a country’s name, and this is the one thing where you can trust what Kremlin says 🤠

So, capital letter it is, because using a lowercase one would alter the Finnish grammar more than it alters the Ukrainian or English grammar, and I am not able to write it one way in one language and another way in another. But there’s always the “the”, as requested by Kremlin.

(BTW, between 2014 and 2022 the Russia was working actively to get the west to use the article “the” in front if Ukraine’s name. What has happened is that it works as a fantastic marker for recognizing who has been accidentally accepting information from Russian propaganda sources!)