Interesting! I've had Chinese people ask me why they're called "Chinese" in English, with a strong suspicion that it's some kind of racist diminutive. I was able to come up with the analogous "Portuguese" to show that it's not just them, but being able to at least say it's French in origin should help further.
Ah right! Part of it was that they suspected it was only used for Asian countries (Vietnamese, Japanese, etc), which is why I went straight for Portuguese. This is useful, thanks.