All good things must end, even a game of Civilization, or even any Paradox strategy game. From a purely mechanical standpoint, there comes a time when the game rules can no longer follow the state of the game (in Civ, that would be the time/score victory, because the game runs out of technology and new improvement and become static, and space, because the game has no mean to simulate what happens to starfaring empires), or where continuation if the game no longer allows for meaningful gameplay (full world conquest; there's not much left to do in a game where no one else remains. If the game ends, it is only natural that score or success level should be compared.
Trying to build a game that doesn't have those limitations would be a colossal effort beyond the resources of any designers today, so victory conditions exist when you would otherwise break the boundaries of the game. As they should.
Later Civ games forgot the purpose of victory conditions, and some recent additions make very little sense, but the core concept of einning the game is a necessity of breaking the game.
