Just reading your post raised a few questions in my mind.
1) You say he’s better than you thought you might find. Does that mean you like him or does that mean he seems kind of decent and you figured that due to your family background finding a normal person would be tough?
2) Do you have any friends in other cities? Even if you don’t have any friends in the same city you would potentially move to, they can help you out regarding how to handle living away from parents.
If the two of you really want to marry each other, maybe you can work out a compromise- say you would agree to live in Montreal for the first six months and then reconsider. Or you can agree to start out in France and then relocate. Either way I feel that the primary focus should be on whether the two of you are compatible, not on where you will live.