This space before the colon and other marks in French should actually be a narrow non-breaking space (U+202F) [0]. There's no key for it in the AZERTY layout. This has been a problem since the typewriter age. People having to get on with their jobs coped with it by using a full, breaking em-space. Unless this gets replaced automatically by the word processor, you get horrid typography and misplaced line breaks all ov…
It looks like this rule is based on old typographic considerations. Much like the Spanish Royal Academy's rule that capitalized letters carry no accents (unlike the opposite French rule that capitalized letters do carry accents!), which stems from typewriters not having accented letters, so one would type a vowel, backspace, then an apostrophe to make an accented vowel, but for capitals there's not enough space so you couldn't and wouldn't overstrike them.
Users and language academies should distinguish typographic from non-typographic language rules, and typographic rules should be context-specific (well technology-specific, since technology is the context).