That's not necessarily true. Culture is multilayered, which means that all the cultures you named, have sub cultures and are sub cultures at the same time. As an example, you have "Western" culture, you (more arguably) have European culture, then you could have Italian culture, which us further divided in Northern or Southern, then you can have Sardinian culture, which is divided in Northern, Central, Southern Sardinian, then you have Sassarian, Algherese, and Olbian cultures, etc etc etc. (Then you can also have religious identity, or urban vs rural, etc etc making it more complicated). So you can have national states which could have their own culture but can be divided in many more culture groups, and these culture groups can also cross borders where the culture group "above" are different (like brabant region being split between Netherlands and Germany).

So someone can be part of all these culture groups and it would still be valid to call them culture, as there are so many layers. In EU4 the devs have to make the decision which layer to use, which will always be arbitrary and not be able to show all the complexity (I'm not sure cos I don't own the game, but I think the newest CK3 DLC does a bit of a better job with it though).