I'm a dual citizen, US and French. I'm working for a French company in France, and paying French taxes. Why is my French bank requesting me to fill out W-9 form?
You're a US citizen, subject to US tax disclosure requirements. (Even expatriates are subject to this.) US law requires banks dealing with US citizens to inform the Internal Revenue Service of certain information. In this case, the W-9 form will provide the IRS with some information about your tax obligations in France, which will help them determine if you owe any tax in the US.
The only easy way around this obligation is to give up your US citizenship, and while a few people do this, I would think most would be reluctant. :)
Only two countries require citizen non-residents to file taxes: the U.S. and Eritrea, so it's a fairly unique problem to have... but all US citizens living abroad have this issue.