500€ notes are not officially available in France. Usually people bring them back from Luxembourg. And then, it's rarely legal to boot -- Luxembourg is a tax haven, and French customs roam the Thalys (high speed train) looking for people carrying too much money back to Paris to be perfectly honest.

I'm pretty confident that these notes are only there for shady if not criminal uses and nothing else. The legal uses are merely justifications for the real, forbidden ones.