Such a city is still under two higher levels of government; it's hard to call that "self-rule".
Also, this kind of administrative definition of "city" causes weird conflicts. It's easy for a city, such as Los Angeles, to be much larger than the county it's nominally located in, such as Los Angeles county. Conceptually, it's also easy for a city to be its own county, which is a different status than "not contained in any county" -- but in practice where this is supposedly the case, the city will not actually match the county boundaries, instead being noticeably bigger or smaller.
I conclude that, in order to make the claim that cities usually have self-rule, the people who would like to make this claim adjust their definition of self-rule so that it covers the things they're already sure are cities, rather than having a definition of self-rule in mind and observing that, by apparent coincidence, most "cities" turn out to have it.