Here is an Ngram chart for "to Maldives" (blue line) versus "to the Maldives" (red line) for the period (1900–2008):
As you can see, the "to the Maldives" form seems to be considerably more common in published texts. A look at the Google Books search results underlying the Ngram reveals concentrations of usage of "to Maldives" in UN reports and other sources referring to the nation (Republic of Maldives)—although this is by no means a unanimous treatment. Consider, for example, this excerpt from Yesim Elhan, Asian Development Bank, Technical Assistance to the Republic of the Maldives for Strengthening of Debt Management (2003):
The public debt management (PDM) specialist will be an economist with high-level academic qualifications and significant experience in managing public debt in small, developing economies, preferably those comparable to the Maldives.
On the other hand, references to the geographical islands comprising the Republic of Maldives tend to draw the wording "to the Maldives, as Kris's (now deleted) answer very neatly observes. But this, too, is not a universally observed distinction. From T.R. McClanahan, C.R.C. Sheppard & D.O. Obura, Coral Reefs of the Indian Ocean: Their Ecology and Conservation (2000):
It is said that an ancient group of sun-worshipping people called the Redin came to Maldives from Sri Lanka, or from the northwest in general, 4000 years ago, bringing with them their beliefs in spirits (djinni).
Obviously, the immigrants 4,000 years ago came to the Maldives (the islands) not to Maldives (the country).
Still, on balance, the Google Books search results strongly support the geographical ("to the Maldives")/national ("to Maldives") distinction that Kris's answer lays out.
Since Kris's answer is no longer visible to most readers, I will quote two key sentences from it here:
(the) Maldive islands are a group of [1,200 small coral] islands, a geographical area.
Maldives (formerly known as Maldive Islands) is a nation [independent since 1965] that geographically comprises of several islands.
According to Kris's sources, only about 220 of the 1,200 physical islands of the Maldives have human inhabitants, and the nation located there, at one time a colonial possession of the UK, is formally called Republic of Maldives.