And $object->limit(1) just calls $this->db->limit directly.
Just to make sure I wasn't crazy, I tried using ->limit() in the test code, under both MySql and Postgres. It definitely works here, so there is something going on with your setup. What DB driver are you using?
If you wanted to do a little more research, see if this code renders a value:
Code:
$state->import-limit(1);
$lim = $state->import->db->ar_limit;
echo("[$lim]"); // should print [1] to the browser
$state->import->get();
$state->import->check_last_query(); // renders out the last query
Of course, as mcnux mentioned, almost everyone just calls get($limit, $start).