Yes, many countries are better than the US for entrepreneurship. I'm sorry that France is not one of them, but that doesn't really speak for the rest of the world -- your countrymen invented the word 'entrepreneur,' but they also invented 'bureaucracy' and 'laissez-faire'.
In Austria, if you become unemployed, and want to use that as an opportunity to start a company, the govt will extend your unemployment benefits by 6-18 mos, and give you a big break on your social taxes for years.
Also, you get unemployment insurance as a self-employed person, as of a few years ago.
And, naturally, everyone - no matter what they do or how much they earn - is covered by social health insurance, which is excellent. (Also pensions!)
Also, yes, you have to come up with 20-30K euros to start a true LLC -- but you can do business for "free" as a selbständig, or self-employed person, including employing another. However, if you do set up an LLC, you can never be liable for more than that 20-30K euros - it is not a fee, it is an escrow. If you were to close the business, without outstanding liabilities, you would get your money back.
Taxes, liability and healthcare may SEEM like the least of worries for a startup -- right up to the point where they suddenly become life-or-death, mission-critical. Naturally.