I went and read that passage again, and I'm sorry but the phrasing is ambiguous.

"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.