Hi Gwynn,
Israel's long form in French is 'l'Etat d' Israel’ which is a bit long so that maybe the reason for shortening to Israel! ( sorry my computer doesn't want to do a 'tréma' on the 'e' today)
Islands and groups of islands don't have an article either...
e.g. Cuba, Haïti, Chypre (Cyprus)
Hope this helps!