So what would your conclusion be in terms of when, or even if, to stop building/annexing cities with France?
If there's no reasonable possibility of getting a world wonder built on it (by any means)
Late in the game, the outside culture should be very high. (Ally status with every cultural city state on the map) In addition the capital will be working a lot of Holy Sites & Landmarks (and have Freedom finisher)
At which point to have a decent shot (in addition to all cultural buildings and all artist slots worked) every city to continue paying for itself will need:
1. You to have adopted the Liberty policy decreasing per city cultural cost
2. You to have adopted the Piety policy giving 33% culture to every city with a wonder
3. You to have built a world wonder.
The good news is that even after the late game increase in outside & capital cultural it's very possible for a city missing a world wonder to come close to paying for itself.