We know that countries, continents, regions and states have genders in French. See Continents, countries, regions & states are masculine, feminine or plural (gender).
Now look at these sentences:
Notice that in French, countries/continents/states/regions are used with the definite article le, la, l' or les, when used in general statements, unlike in English.
When talking about going to or from a country, you won't use the definite article.
See Using en with feminine countries and au(x) with masculine countries to say in or to (prepositions).
NOTE that cities do not use articles: