A present perfect is indeed better here, because ordinarily you would not be asking so much about the journey to France as about your visitor's present state: "Are you now in France for the first time?"
Although technically "coming" to France signifies the journey there, most Anglophone visitors would think of that action as "complete" only if they never intended going home again!
Similarly, we would not use it to refer to the current visit, but this.
Some other ways of expressing the same thing:
Is this your first visit to France?
Is this your first time in France?
Have you ever been to France before?