From what I can find online, is it true that “Fichiers Banque de France”, owned by the French Government, has a de facto credit system to log credit defaults (so that lenders can deny you if you’ve missed payments for too long in the past)?

A actual state-run system has at least some legal accountability.

When a politician gets a loan denied due to bogus data, I'm sure heads would fly. It's probably also subject to whatever their equivalent to FOIA and whistleblowing laws are over there.

The private sector gives us the worst of everything: it's an obnoxious panopticon, PLUS being incentivized to be untransparent and seek out eternal growth.