I don't have hard data, but only a feeling that it should be easier to bootstrap in France than in US. Assuming you have worked previously, you can get unemployment benefits, around 60% of your previous salary for a year, and are covered by universal healthcare. So even if you need to have open heart surgery, you won't bankrupt your family for the next 7 generations.

Actually someone (very brilliant) in my team is leaving next month to found a start up.

That being said, I also have the feeling that if you have some initial traction, it will be harder compared to US to get some early funding.

PS: I know that trying to compare to SV is a pretty futile exercise, since globally this is a big outlier.