According to the IEA [1], 43% of the energy consumption is oil (transportation, heating), 18% is natural gas (mostly heating), and 25% is electricity. Switching to resistive heating would require doubling the electricity production. Using heat pumps is much more efficient.
Because France has a massive dependency on nuclear power... of course resistive heaters are cheaper than anything else when you got a ton of NPPs around. But their plants are all aging and are a nightmare to keep operational, so if they'd switch over to heat pumps their total energy demand would go down drastically.