I spoke too soon. While changing to the US Region Format got Siri to show up in Settings, it still doesn't actually work. Any request just times out with Siri saying to try again later.
So I tried all French settings and that works, sort of. I'm American and speak French with an American accent and Siri seems to have some trouble with that.
So I wonder if there is some hidden setup option which forces Siri requests from my phone to a server in France which times out when it receives an English request. That sounds crazy but I'd like to hear a better explanation.
BTW I'm trying very simple phases like "what time is it" or "weather" etc.