In my current game, no french territories went Free French (all to Vichy). About 3 turns back liberated French Somaliland and these messages pop up every game turn. I keep on making the choice to assign the region to FF control:
I have seen the same thing and there are other threads that have, as well.
What I am doing it to NOT liberate. Free France won't exist until France is liberated, so there is no point to liberate anything else until that happens.
This is a bug for Vichy that I believe that Steve is aware of, but you will need to work around it for now.
In my solo games, when I get a totally Vichy result, I go back to the autosave file before that happens and have it go through the process again so that I at least have some Free French locations. I don't think the program ever expected to have none.
Things also get interesting when you end Vichy with German occupation.