It's not a matter of having two or more lenses. It's a matter of what high quality zoom lenses are available to cover the basic focal lengths most needed for wedding coverage.
In the wide angle range, if you choose to go with L lenses (you don't have to, many of us like the extra quality and are willing to pay extra for it), then you currently have two options available: 16-35mm f/2.8 and 17-40mm f/4.0 (and perhaps some older lenses as well).
In the standard zoom range, you have similar options and the same also applies to telephoto range.
There is also a compromise to do in terms of focal length coverage by one given lens with respect to the aperture. In your case, your 18-125mm lens has a varying aperture of 3.5 - 5.6. Your exposure changes significantly as you zoom in or out. Many find it preferable to have a constant aperture throughout the entire zoom range.
IMHO, it all comes down to compromises. We can't have a single lens that would cover 10-200mm with a constant f/2.8 aperture throughout the entire range, so we need to buy many lenses that give us that kind of coverage.