...in a "someway something" combination -- just like you have "Superman", but "THE Green Lantern"; "Spiderman", but "THE Green Goblin". Once you have an adjective -- any adjective -- in there, English wants the definite or indefinite article... AFAICS, it's to signal that from there on it's a compound noun, starting with a "the", incorporating one (or possibly several?) adjective(s), and ending with the actual real noun.

Not, "I write with leaking fountain pen", but "I write with a leaking fountain pen" or "I write with the leaking fountain pen".

Not, "I kill stinking stupid disgusting paleface", but "I [will, am going to] kill a stinking stupid disgusting paleface" or I [will, am going to] kill the stinking stupid disgusting paleface". (But note how fittingly Savage-Injun-ish the first version is!)

Another way to see that there's nothing magical about the word "United", is to consider: It's "The Confederate States", too.   ;^)

HTH!