The question "how come" is always tempting to ask and often difficult to answer, simply because languages aren't math and don't always follow the rules of logic.

In this case, it may help that English, too, doesn't use the definite article after negations. If someone asks you, "Do you have a sister?" you answer with, "No, I don't have a sister," and not "No I don't have one sister". In French it is similar.

I don't know that it's incorrect. I suspect you can say both. But this a situation of emphasising "one" or "any". 

(Also, in French as in English, often one construction just sounds better than another.)