Actually, that's interresting.
According to wikipedia[0], the frenchs did think about stealing it during the Napoleonic wars, but didn't. Some time later they "suggested" to the Ottomans that the obelisks be offered, in exchange for a monumental clock[1]
[0] https://en.m.wikipedia.org/wiki/Luxor_Obelisks#Luxor_Obelisk...