The question in itself is an argument... did other colonies give up all their colonies. No, not really. You can find both Britain and USA in ownership of a few isles around the world, Falklands and Guam coming to mind right away. The question implies that France is somehow special retaining a few colonies, but it did its share of giving up: in North Africa, Middle East and South East Asia, for example.

I'll refrain from putting forward an opinion vs. the answer, but I still would like to point out that the real exception to the rule here is only Guiana... it's not a small island like other colonies mentioned here, and it's two immediate neighbors did get their independence from England and Netherlands.

EDIT: forgot Spain and Portugal when it came to various owners of Guianas.

It's partly down to population: while the larger departments could go it alone, none has as many as a million inhabitants, and being French territories offers security and international representation in a powerful state without the costs and uncertainties of independence. New Caledonia (formerly an overseas territory, now a special collectivity with a measure of autonomy) is to have a vote on independence in 2018.