Most Thais in the early part of the 20th Century were educated in France and I believe this is why the relationship exists.
I believe that Pridi Phanomyong (or Banomyong, depending on what spelling you use), founder of Thammasat University and drafter of the First Constitution, is regarded as being the father of Thai law and he graduated with a Doctorate of Laws from the University of Paris (aged 27, having gained his Bachelor of Laws at a mere 19!).
So I guess there's a big connection there too