The 50 state governments and France (the two places mentioned by OP) are both examples of unitary governments, whereas an electoral college makes sense in a federal system.
In fact, very few democratic countries elect their chief executives directly. The UK, Germany, Sweden, Japan, India all use parliamentary systems which, I would argue, is far more of an affront to democracy than the electoral college.
Care to explain why you think that?
Voters do not directly vote for their chief executive. They vote for an MP who then votes for a Prime Minister in parliament. The electoral college is a more direct election process, and it at least allows voters to illustrate a preference for a split legislative/executive branch.
What is someone to do if they love their local MP but hate that party's leader/candidate for PM? or vice-versa?
Same thing you do if you love Gregg Harper (or whoever, I don't know where in MS you are) but hate Paul Ryan?
Also your critique applies to the UK and India. It doesn't really apply to Germany, Sweden, or Japam.
The issue is that Paul Ryan isn't the nation's chief executive. The Prime Minister in the Westminster parliamentary system is the chief executive of the nation and isn't elected by the body populace.