Excuse me, I've never been to Turkey. Perhaps they do things differently there.
However, in most other countries, you must collect your luggage at the first landing point in the country, where you will pass customs. If I've understood your posting correctly, this would have occurred in Istanbul.
Note that this holds even if the luggage is tagged through to the final destination. The tagging just avoids re-tagging and helps identification.
I have seen many cases where this situation is not explained correctly at check-in.
Finally, I believe that the legal responsibility rests with the carrier on the final sector. In this case, this should be Turkish Airlines, although obviously the baggage, if not stolen, is most likely considered as 'unclaimed' with Air France at Istanbul.
Sorry to be the bearer of such bad news. I stand to be corrected on all of the above.