Changing country, do I lose my music collection

Change your Apple Account country or region - Apple Support

Before changing country settings Apple says: "Redownload your apps, music, movies, TV shows, and books on any devices that you might use to play or read them in the future. Some types of content might not be available in your new country or region. (Learn what types of content and services are available in your new country or region. - Availability of Apple Media Services - Apple Support )"

Back them up too. As long as you have your own copies you don't need to worry about redownloading. The same applies even if you are not changing countries. If an artist pulls an item from the store it won't be around for redownloading. It can also happen that if an item is pulled but re-released as a re-mastered version it may not have the same listing.

Back your content up. Changing countries won't itself delete the files, but they might not be free to redownload from or available in the French iTunes Store.

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As far as multiple accounts go: From: View and remove your devices that are associated with your Apple Account for purchases - Apple Support

"When you try to associate a device that was previously associated, you might notice a message that says, ‘This device is associated with another Apple Account. You cannot associate this device with another Apple Account for [number] days.’ You might need to wait up to 90 days to associate the device with a different Apple Account." Published Date: September 16, 2024

People have been complaining about single country accounts for years now. I am sure Apple is aware of these complaints, though you are welcome to provide feedback. Click on this link for Apple products feedback links --> Product Feedback - Apple

Apple may not respond but your comment will be read.

Licensing of things is under the control of laws and agreements that vary from country to country. This is probably insurmountable even for Apple. It is up to the media and app rights owners and country laws. In addition, few people can truly claim residency in multiple countries so while this is understandably an important concern to you, it is likely not common issue.