In France all the sailing clubs are affiliated to the FFV (Fédération Française de voile). When you pay your club membership you top up with a license fee for the FFV (Last time I looked it was in the order of €8/year or so). This fee gets you a huge liability insurance cover for everything regarding racing and rescuing, and it's definitely worth the 8 euros. By being affiliated, the club also get insurance cover for its activity. French clubs do require FFV membership to participate in their regattas, or can sell you temporary membership into their club which include a temporary license as well with full insurance coverage (For international events and if you are from another country, you may present proof of insurance instead).

In the UK my club pays am affiliation fee to the RYA, but I don't need to be a member of the RYA myself.

Same thing in the US, you don't need to be a member of US Sailing unless you want to compete in some national events organized and paid for by US Sailing, or want to compete in the Olympics.