Many Romantic composers such as Brahms still wrote the more traditional multi-movement symphonies. Some composers such as Tchaikovsky and Schumann wrote multi-movement symphonies which are considered programmatic. But these are also not single but multi-movement works.
Why do you think that the more progessive composers such as Liszt, Berlioz, and Strauss wrote major orchestral works in one movement rather than the more traditional multi-movement forms? How does this form fit with the characteristics of the romantic period ?
Not to put down the other composers you mentioned, but (in my opinion) Liszt, Berlioz, and Strauss used the one-movement strategy as part of their style in order to prove themselves true Romantics.
One has to remember the Romantic movement and its characteristics in order to determine this. Regardless of whether we are talking about music, literature, or visual arts, true Romantics always evoked strong emotion, paid homage to nature, often invoked the supernatural, and suddenly balked at the traditional. Form, then, was not as important as the things mentioned above.
Thus, Romanticism in music was a movement that broke free of form (that cloistered the Classicists) and allowed composers to do precisely what they wanted. It was traditional to create a multi-movement work. Because of this, Beethoven and Schubert and Brahms, etc. are, in my opinion, only TRANSITIONAL Romantics. They can be considered only transitional because they still conformed to many elements of the Classical style. My opinion is based on the studies of Adler, who had a lot to say on this time period. Here is my very favorite summation of Adler's ideas:
The key figure in this trend was Guido Adler, who viewed Beethoven and Franz Schubert as transitional but essentially Classical composers, with Romanticism achieving full maturity only in the post-Beethoven generation of Frederic Chopin, Robert Schumann, Berlioz, and Franz Liszt.
As you can see, Adler includes the composers you listed and adds even more. I love the line that Romanticism achieved "full maturity only in the post-Beethoven generation." We have to completely break free of realism and Classicism in order to achieve the true emotion of the compositions that can truly bear the name of Romanticism.
One can also make a case that true Romantics were writing for a more middle-class audience. Remember that Classicists always had a wealthy patron whom they had to keep in mind as they wrote their compositions. These courtly patrons, in that they held the "money" per se, could semi-control the kind of music the composers wrote. Therefore, the Romantic composers could guide their work more with the culture and society (often of Germany) as they concentrated on the flow of their music in regard to emotion.