Using a VPN makes it a bit harder for your ISP and the French espionage apparatus to siphon your data as much as anyone not using one (ISPs have to keep a history for up to a year as well, it is a legal requirement to make it easier to spy on people). Of course with the laws in Five Eyes countries it won’t actually protect your privacy 100% if you get your VPN service from there but I don’t think France has the budget or capabilities to keep track of every foreign VPN company even with cooperation from other spy agencies.
It’s consistent if they depend on copyright law to make money.