For a few hundred years, the English court all spoke French. Because of this, the English language absorbed thousands of French terms through this period. So, words that would have been the concern of those in power are often going to be French. For example, a Cow is an animal, Beef is food. The nobility used the French word.

The average peasant would have no need for a term regarding spycraft, so you'd find the gentry using French terms.

I see a great irony in the fact that the French are very concerned with keeping their language pure. There is literally a French Academy responsible for introducing new words into the French language, so they aren't tainted in reverse by cultural influences of other nations.

If you really want to get into this, I can recommend:

• The Adventure of English: The Biography of a Language
• The Mother Tongue: English and How It Got That Way

Also, an endorsement for The History of English Podcast. The episodes can get quite dry, but I rather enjoy the detail it goes into.

The existence of these words in English is not just because of the Norman invasion and the influence of a French nobility in England for a time. There has been a long history of exchange from French to English due to their histories of trade, conflict and cultural exchange. It might be that there is a trend of military words being passed into English, as /u/bolaft mentions. But it could also be that there are just lots of French words in English, so they will be present in many areas. It even turns out that one of these words, which sounds French, may not actually be French at all.

In fact each of these words appear in English at different times. Here's a list of their first recorded uses:

• Rogue - 1561

• Coup - 1572 In the general sense of overturning or upsetting. Online Etymology Dictionary gives c. 1400

• Coup d'état - 1646

• Espionage - 1793

• Reconnaissance - 1810

• Sabotage - 1907

There are a few interesting things here. First, none of these words date as far back as the Norman invasion. And as I mentioned before, some of them entered English centuries apart. I don't have access to the Oxford English Dictionary, which could help shed a lot of light on the context in which these word appear, so I'll make a few informed guesses as to how they entered English.

In the case of coup we can see how haphazard the exchange of words can be. Coup, with it's general sense of overturning, already existed in English, from Old French, through Middle English. But coup d'etat in it's specific political sense didn't appear for another ~75 years. When it does appear it isn't a reference to the existing English word, but a new borrowing from French. It appears at the end of the First English Civil War, specifically 1646, which is not so coincidentally the year that Charles I surrenders and is eventually turned over to the parliamentarians, which effectively completes the coup d'etat that the civil war began.

At the other end of the timeframe, sabotage seems not to have been initially connected with spycraft, but rather with labour action. The online etymology dictionary give this interesting quote:

It is a device which, we are told, has been adopted by certain French workpeople as a substitute for striking. The workman, in other words, purposes to remain on and to do his work badly, so as to annoy his employer's customers and cause loss to his employer. ["The Liberty Review," January 1907](emphasis mine)

Labour action was a growing concern at the time. This list of strikes shows 21 strikes in the first half of the 19th century, 60 in the second half, and then another 58 from 1900-1920. There seems to be a dramatic spike in labour actions just around the time that sabotage entered the lexicon to describe a kind of creative (French) alternative to strikes.

To go back in time again, espionage and reconnaissance show up fairly close together, but they have very different histories. Espionage, according to the online etymology dictionary, probably entered French from Old Italian via an ultimately Germanic root, so in a way it has come full circle. Reconnaissance on the other hand comes plainly from Old French. So what brings them into English around the same time? I suspect it has to do with the major upheavals affecting Great Britain at the time: the French Revolution/French Revolutionary Wars, and that great French antagonist, Napoleon. 1793, the year espionage enters English just happens to be year 1 of the French Revolutionary Calendar, and the year that France declares war on Great Britain and the Netherlands. Reconnaissance appears in 1810 at the height of Napoleon's empire. It seems quite fitting that these military words about gathering information would themselves have been taken from the nation that the British needed to know so much about at the time.

Finally, not all French sounding words are actually French. There is actually no evidence that rogue, the earliest word on the list, has any link to French.

So in the end, many of the words entered English through concerns at the time, especially when those concerns involve the French. This small smattering of words, that seem to be topically joined, actually enter English at a range of times and with different lineages. Sometimes they are directly from French. Sometimes it might be a word that we borrowed from French that the French had borrowed from someone else. And sometimes it just might sound French.