It is common courtesy to move over or match speed so they can merge more easily, but that's not the law.
High speed driving requires looking far ahead to anticipate lane changes of other drivers.
Sounds like they're talking about the fact that at an intersection, unless signaled otherwise, the people coming from the right have right of way.
Yeah but they don't; priority to the right never happens on motorways, all insertions lanes have “Cédez le passage” signs.
I see from checking Google Maps that, indeed, the merging lanes all have a yield sign in them (from the handful I checked). Now I'm wondering "do they have the sign because otherwise the merging vehicle WOULD have the right of way?" or "is this just a friendly reminder of what would legally be the case even if the sign wasn't there?"
(edit: I seem to have found the relevant regulations at https://www.legifrance.gouv.fr/codes/section_lc/LEGITEXT0000... , article R415-8 seems to cover it)