Is that really the case? There seem to be an awful lot where it's not: Bardot, Paris, Nantes, Flaubert, Monet, Camus, Dumas, Rimbaud, Truffaut, Roux, Lacroix, Godard, Foucault, Bordeaux, Versailles, Calais, Maginot....
That I can believe. English proper nouns are likewise typically more badly behaved, especially British English ones: Worcester (WUSS-ter), Featherstonehaugh (FAN-shaw), Dalziel, (d'-YELL), Menzies (MING-iz).