Although not universally true, it is not uncommon for islands/island ‘states’/principalities etc to not take a definite article in French. Just the way it is. The following list is not comprehensive, and Céline and Cécile have provided a list of some others in answer to a question on the link from this site below, (about 1 year ago and 2years ago respectively, to make finding it easier). 

https://www.lawlessfrench.com/vocabulary/pays-et-continents/ 

Using le, la, l', les with continents, countries & regions names (definite articles)