Earlier quoted context omitted.
The demonym for France is "French," so it's not wrong (even if it doesn't sound right.)
Technically yes the demonym is "French", but "I'm a French" just doesn't work in English. The word 'French' is almost exclusively used in English as an adjective or the name of the language. It is never used as a noun for anything else. So in context, it reads as an adjective without a paired noun. In English, you have to disambiguate be adding a noun: French person, French citizen, or Frenchman if you're old and inc…
Well, context is important on the Brazilian front. ;)
"I had a brazilian at my house" could have other connotations.