Merriam-Webster doesn’t mention the first half of this definition and claims the phrase derives from “an 18th century French custom of leaving a reception without taking leave of the host or hostess.” It’s possible that this custom existed — that the French thought it polite to depart from a party without disturbing the host, who would naturally be otherwise occupied — but I can’t find a reliable attestation. In fact, I’m fairly certain the phrase derives from the common custom in English of using “French” as a pejorative. In general, this manifests itself in phrases that paint the French as oversexed and decadent (see “French kiss,” “French tickler,” “French letter,” etc.) but the English and, since World War II if not earlier, the Americans also have a popular stereotype of the French as cowardly or deceptive. (I have an unconfirmed suspicion that the name of the magic trick the “French drop” may come from this sense.)

Thus I don’t think it’s going out on a limb to presume that “French leave” dates from the heights of Anglo-French hostility in the 18th century — particularly because the French phrase meaning “absent without leave” is filer à l’anglaise — to take English leave.

Also of note: the French word for “roller coaster” is montagnes russes, or “Russian mountains.” WTF?