I live in France (South) and still have strong ties to the UK. Yes, I think in general French women (and men) are slimmer in France. Doesn't mean everyone is stick thin, not by any means, but I don't often see people I would class as "obese" over here, whereas in the UK I do.
It's also not genetics, I'm an English woman who has lived in France my whole life and I'm a size 8. I think it's down to how food is viewed in general, most of the meals consumed are made from scratch with seasonal products (including in restaurants), snacking isn't as much of a thing over here (still exists but I wouldn't say it's as common) and portions are definitely smaller. There's not as much "eating on the go" and the days I need a pre-made sandwich from the supermarket are a nightmare because the options suck, you're far better off making your own, which is automatically less processed.
With exercise, I think it's all about walking, personally. It's good weather here a lot of the time, so it's easier to go for a walk, or walk to the shop etc whereas the bad weather in the UK puts people off.
Overall, I think it's just a slightly healthier way of living that's the norm and that translates to people being slimmer in general. Also, it's so fucking hot in summer that everyone I know practically "melts" during July/August, so that helps!!
Edited to add: I'm not in a city, I'm in the countryside/coast.