It is most likely just a running gag as American attitudes towards the French have been (at least in modern times) been relatively negative. HOWEVER there also exists the possibility that most of the more local characters in San Francisco Data would have met would never have actually MET a French man and instead could possibly bought into a variety of Stereotypes that would have been present BEFORE the 20th century. A more obscure one would be the use of white face makeup (often containing lead) that was popular around the 17th century (A little off from the time period I know), that both men and women in the Aristocracy would wear.
As can be seen here...
and here... 

Oh Blackadder... how I miss thee...
I know this is shaky but at the very least that would help explain why they MIGHT be satisfied go off the assumption that Data is French because of his skin color (which they would have chalked up to the use of said makeup). Many arguments can of course be used against this. French fashion had the tendency to spread and so many of the makeup styles actually transferred throughout Europe, particularly to the English (remember paintings of Queen Elizabeth?) However I figured that this might be the only explanation worth mentioning past "it's just a joke".
Most likely though... is that "being French" has been a staple of American humor which has been beaten like a dead horse and it was natural that it would be used to get a cheap laugh.

God forbid we actually come up with anything new.