For the French teams, this is only true for the teams that are departments which are considered full members of France (but not a part of the Schengen). New Caledonia and Tahiti (French Polynesia) are territories of France and are full FIFA members.
In the case of England, Scotland, Gibraltar, etc, of course there is historical reasons why they've been admitted to FIFA individually but the Kingdom of the Netherlands follows a similar structure and their constituent countries have been admitted as well. This explains why Curacao and Aruba are FIFA members but not Bonaire. However Sint Maarten has the same status as Aruba and Curacao and has been rejected for FIFA membership.
Although as mentioned previously, especially with the Faroes/Greenland scenario, the rules for membership are not applied evenly for whatever reason.