By transferring your licence to the UK, you would not be losing the right to fly in the EU. You can fly N-reg aeroplanes across the EU with an FAA licence, and will be able to fly G-reg aeroplanes with a UK licence.
What you actually want is the ability to *both* fly G-reg and F/D/OE/EC/whatever EASA aeroplanes.
The best solution in the short term seems to be to get a UK CAA validation of your French EASA PPL. Then organise, once rules for this have been published, a UK PPL, which is additional to your French issued EASA one - it looks like CAA will be very amenable to this, I just don't think they're able to publish a rule for it until we've left EASA, as at the moment all they can legally do is transfer your licence to the UK, which entirely understandably, you don't want to do.
G