Here are a few more links, each adding maybe a shred more than the other:
http://www.swissinfo.org/sen/Swissinfo.html?siteSect=143&sid=1408143
Deserter
The deserter, not identified by name, was given permission for an August trip to the United States and Canada, said Bureau. Police sources said he had planned a trip to Chicago.
RTL radio reported the deserter was of Yugoslav origin, but Bureau could not confirm that, saying that he had to be a French citizens to attend the military school.
The missing officer never showed up for school in September. The gendarmerie, a force under the defence ministry, sent a note last week to the interior ministry. Interpol was then contacted, said Bureau.
Bureau cast doubt on reports in the French media that students at Saint-Cyr alleged they recognised their comrade in an unofficial police composite drawing of the sniper reportedly shown on French television. - Sapa-AP
http://www.news24.com/News24/World/Europe/0,1113,2-10-19_1274333,00.html
Soldier Is Sniper Suspect
A French soldier who went missing on a holiday trip to America is reported to have matched an image of the serial sniper terrorising Washington.
The soldier is reported to have been identified as the man in a US police sketch of the gunman who has killed nine people in the Washington area since October 2...Bureau did not give the man's name or town of origin but said he was French.
"There has been no contact between him and his family since he left for the United States," he added.
The man was reported as a deserter to police in October and his details were sent to the international police force, Interpol.
http://www.sky.com/skynews/article/0,,0-12148625,00.html
Sure.... you DO have to be french citizen to attend the school... however, the french routinely grant citizenship to foreigners who join their military...
They also require you to learn French...