All the way until late 18th century, these areas were mostly uninhabited. Just as Australia or western United States. In fact, some of the earlier peace agreements between Russia and Ottoman Empire even stipulated to not settle these areas.
These areas were buffer steppes between Poland Lithuania in the north, Ottoman controlled coast of Black Sea in the south and Russia in the east.
Zaporizhian Cossacks from Khortitsa island on one hand and Crimean Tatars from Bakhchisaray on the other fought each other and pillage everyone who tried to pass through the area, much less settle it.
However, in the end of 18th century Russia won a series of wars against Ottomans and annexed all this land.
At the same time Russia completely destroyed Poland-Lithuania and annexed their lands as well.
Then they also defeated Napoleon and finally became that superpower Russian nationalists like to be proud of so much.
From this
to this in 100 years
From there on newly minted Superpower did not need Ottomans or anyone else agreement on anything, so it begun doing whatever it wanted to.
Thus, Russia begun colonizing the steppes. The Empire had grandiose plans for its newly acquired territories.
They founded Sevastopol as a naval base. Built palaces all around Crimea for the elites. Odessa as a main trading port and an import/export hub for the Empire. Dnipro and Zaporozhie for new agriculture hubs close to the river. Yuzovka (modern Donesk) for coal mining and steel making. And pretty much every other town in the area. Only a few towns like Ochakiv (Kara-Kerman) or Bakhchisaray existed there before Russian Empire
Of course, all these new cities that grew from 0 to several millions each required many people to build, inhabit and work there. So people came to settle the area from other areas of modern Russia, Ukraine and even the rest of the world. Hard to believe nowadays, but back in 19th century people actually immigrated into Russia.
Some of them even have monuments and streets named after then in Odessa.
From mayor of Odessa, he became Prime Minister of France, no seriously.
Back in the days the area had plenty of economic opportunities to take advantage of so people from all of the world came to settle there.
Russian Empire loved the region and it received a lot of investment and development, probably much to the charging of areas north of it.
However, there was economic reasons to invest in that area. Coal and Steel of Donbas for example were the key resources of the 19th century.
That prosperity more or less continued into 20th century, until it finally ended shortly before USSR collapsed.
Back during Russian Civil War parts of the area decided to become independent as Anarchist Society.
Free Territory Area had no particular name but Nestor Makhno's Black Army managed to control a lot of land in the South-East, despite being at war with Reds, Whites and Ukrainian Nationalists in Kyiv at the same time. https://upload.wikimedia.org/wikipedia/commons/3/3b/Makhnovia.svg
They too were eventually defeated by the Reds.
After the civil war communists decided to unite South-East with Kyiv area into one big Ukraine.
Kyiv government did claim steppes as their own as they did with many other areas all the way to Northern Caucuses. However, communists only gave them these areas.
From there on South-East settlers were told that they are Ukraine and over time they grew to think that all of Ukraine are same kind of colonial settlers as they are. USSR rather favored this misconception, and it was a tricky way of diluting stubborn nationalism of those in the Ukraine proper areas.
Ukrainian nationalists are also too stubborn to simply let go of these areas, no matter how unmanageable they are for Kyiv.
After Ukraine's independence however people in the South-East increasingly noticed that they have little in common with those further north, thus prompting some form of soul searching. Some decided to cling back to Russia much to the delight of the imperialists in Moscow who then falsefully claimed that all of Ukraine wants back.
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