In brief: It is a completely different nation. What is currently known as Czech Republic indeed came to exist in 1918 during the post WW1 treaties (back then as Czechoslovakia, conjoined with the Slovak republic for multiple reasons, one of them being overturning germanic majority in the Bohemian lands that came to be as a result of 300 years of Habsburg rule). However, it was only part of the Austro-Hungarian empire due to major military defeat in 1620. Before that, ever since about 5th or 6th century, it was its own sovereign kingdom (size and importance fluctuating between reigning monarchs, of course). While some general overlap exists, as is generally common in European neighbors, it does not share values with Germany, it does not share politics with Germany, it does not share goals, culture, historical figures or faith. Its independence in 1918 was a result of a long and convoluted effort that spanned several decades prior to it (with major attempts in the revolutionary year 1848), so to simply let go of it mere 20 years later (when many of the architects of the Austro-Hungarian separation were not only still alive, but politically active and influential) was unimaginable.

Well... that and Hitler being very open about how he feels about Slavic people being a "lesser" race. Had he his way, vast majority of the population that would not be deemed ethnically pure or salvageable enough would be the target of "Arisierung" – forced deportation, later elimination; their ownings, companies and valuables forfeit in favor of the "proper" German nation. Czechs were not invited to join the Germans as equals, as one nation, but to come and surrender all they are, all they own as a vassal state. While there was a German minority present, especially in the Sudeten (basically a the mountainous "fringe" of the Bohemian region where it directly neighbors Germany, so natural mixing of cultures occured over centuries), some of them even openly sympathising with the Nazi regime (spearheaded and fueled by the political party SdP, Sudetendeutche Partei led by Konrad Henlein), majority of the country was what I describe above – due to become a subjucated people. So of course they said no.

Not that it did them much good in the end, but the act of revolt is still point of pride for the locals. Also a cause for some distrust and bitterness towards the "western" nations (especially England and France) who, in accordance with their appeasement policy, "sold them out to Hitler" in the eyes of the Czech people.