When France was forming as a nation-state in the 19th century, an argument for unifying the French (who all had different dialects, if not languages) is the idiom "our ancestors the Gauls" which was taught in every school. The Gauls were a collection of (mostly) Celtic people who lived in roughly the area of what is now France, and they are the ancestors of the French (at least those who aren't of immigrant background). One of the "national heroes", romanticized as representing France, is Vercingetorix, a Gaul who united some of the Gallic tribes to fight against Julius Caesar.

Also on a side note, the current French region of Brittany is a Celtic region, in culture, and where a Celtic language is still spoken.

However, granted, the Celtic Cross is mostly associated with the Irish form of Celticism. But for French fascists I guess there's a notion of fantasized roots, the same way the Nazis in the 30s chose a Swastika.