Because with few exceptions, culture is capped to being produced by cities it is generally not effective (though certainly feasible) to win with only one city. The break even points (in terms of when the potential culture gained by a new city equals the increased cost of social policies) varies depending on tech level, map size, and game speed (And whether you have Cristo Redentor).
An easy way around this is to simply use one city and a strong military to puppet most of your neighbors. They puppet-ed cities will provide the city-based culture without increasing the costs of social policies.
From what I understand, 3-4 owned cities is a good number on most standard maps.(and as many cultural city-states as your coffers can keep happy)