Yeah, that's because he's French. Every character class has his own nationality:
Spy - French Medic - German Heavy Weapons Guy (the bald guy) - Russian Engineer - Texan Scout - Boston Demoman (the black guy) - Scottish Soldier - American Pyro - Unknown, probably American Sniper - Australian
RED Spy seems French, but Kytri drew him unmasked in the latest update, and he appears to be a Spaniard, at least to my eyes. :)