I have too agree with Watson. Beside the French flag and the surroundings there are hardly no hints that this mission is set in France.
To see what an unbaised persons first impression looks like I asked my my girlfriend to play the mission (she doesn't play videogames normally). She started inside the building and had to figure out in which country the mission is located and wasn't allowed to go outside. Her first guess was United Kingdom (London), because of fashion label, building and language. Her second guess was mid Europe (something like Austria/Germany, because of the building and Kruger). The third one was finally France (but only because Paris is another famous fashion capital).
She noticed something I didn't realize after hours and hours of gaming:
There is a Russian oligarch who owns a fashion label with an English name. The presented collection was desined by a Japanese designer, while the star of the show is a male model called Helmut Kruger (Helmut is a German/Austrian forename). In addition to this, the auction is hosted by an Israeli supermodel with prominent guests from Arabia (sheikh) and China (Tren Po).
She also didn't understand why Novikov gets welcomed by an American congressman and not by a member of the French government. Good question.
One could have the impression, that they deliberatley avoided anything related to France inside the builing. Only the scribbling on the cardboard inside Dalias office is a small hint. Does anyone remember an unique, French NPC?
Edit: To be fair, the building and its location are mentioned by the female blogger in her telephone call.