Most Pokemon will have their name "changed" in French because it's being translated to a different language... The only reason I can think of as to why it wouldn't change is if the words within its English name have some sort of application in French -- like how Pikachu is said just like that in Japanese because it contains a Japanese word. In the case of Solgaleo, it's probably because it contains Latin words and possibly "Galileo" , which is a name.
Shouldn't it just be easier to look on Bulbapedia? They have how a Pokemon's name is said in different languages at the bottom of each Pokemon's page.