French makes use of double entendres, they just don't call it that.
They can take the form of "sous-entendus" where the same sentence can be interpreted differently depending on the level of knowledge of the listeners for a particular context.
Play-on-words are also widespread, including the "contrepèterie" art form unique to French.
Various form of "argot" (slang) also use identical words bearing different meanings.
All of these are a big part of our second and third degree humour that elude so many foreigners.
This journalist from the BBC does not seem to be much aware of French culture at all.
"There is no double entendres in France" literally means that "double entendres" are nowhere to be found in France, which in itself makes no sense.
The sentence "there is no double entendres in French" would actually make sense but bears the meaning with which I credited it initially.
If the journalist meant "The expression double entendres is borrowed from French but not used in France where it has no meanings" he/she did a poor job phrasing it.