That's not true, I use Cortana in French all the time and it works pretty well. I always use "Hey Cortana, rappelle moi de faire tel truc dans 2 heures" (Hey Cortana, remind me of doing this thing in 2 hours), and it always understands me and creates a reminder.
you can definitely voice search in French on Google. Heck.. voice search in Hungarian works pretty well.
Swede here, and yes it works in swedish to, not just works its actually usable.
Havent tried to write a swedish sms with it but just saying "hitta närmaste butik" will give me the closest groverystores nearby and so on.