Tbh I have never heard/read him being called a French filmmaker. Here are some more quotes:
Michael Haneke is with good certainty both Austria's most esteemed and most controversial active filmmaker.
[…]
we can broadly divide Haneke's career in two: (i) his initial feature films in the period 1988–1997, devastating critiques of Austrian society, funded predominantly by public Austrian funds, and (ii) his last three efforts, investigations of broader European problems, financed in coproductions with largely French monies, starring high-profile French actors.
[…]
http://www.sensesofcinema.com/contents/directors/03/haneke.html
AUSTRIA
Michael Haneke interviewed
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If we can return to music, it seems in La Pianiste that classical music, while embodying the best sensibility of Erika, is also implicated in her pathology.
Yes, you can see the music functioning in that way, but you need first to understand that in that film we are seeing a very Austrian situation.
[…]
I notice that your recent films are in French, although the setting remains Austrian.
This is to accommodate the producers and actors. My principal source of support has come from France, and my casts have been largely French. Isabelle Huppert, Juliette Binoche, Benoit Magimel, Annie Girardot... they are wonderful. Austria's film industry is a bit more limited in resources. The French production industry has been very helpful to me, and I am very comfortable with the language.
http://www.kinoeye.org/04/01/interview01.php