I've asked a few more people and it seems that indeed French citizens in the United States who want to apply to a Chinese L (tourist) visa through an agency: they have to apply at the Chinese consulate/embassy in person.
- French citizens typically (always?) require in person interview. It is not written rule. The reason I was given is that the French government requires Chinese citizens in the United States to apply for French visa in person, so the Chinese are reciprocating (which I understand 100%). https://www.visahq.com/france/requirements/china/resident-united-states/ (mirror): "The applicant must reserve an appointment and appear in person at the nearest Consulate of France to have their fingerprints registered."
- Agencies can, however, provide pickup service after one submits the application.