If your order is more than 2500 USD you need to put the social security number, I don't know more specifically why Fedex needs it.
In France you need to pay the French customs the value added tax of the total value.
https://en.wikipedia.org/wiki/Value-added_taxIn France the VAT is 20%.
I don't know how it is in France, but I know I wouldn't want my SSN printed on the shipping label with my address for anybody to see.