If you go for colonies I actually think it should be inevitable that they split off. The (game design) trick is that, you still want to found and develop them because while you have them they are worth like 50 gold per turn or something like that. Really good, but clearly temporary, boost to the rest of your empire.
That could be in the form of feeding your "core cities" distant resources that increase their yields or just having the extra gold to invest or whatever else you can think of along those lines.
You shouldn't feel cheated or whatever because you undertake the expedition with the mentality of "this is a temporary extension of my civilization, but the benefits I get while it's mine greatly outweigh the costs"
