That's probably because Ledger is the only hardware wallet vendor that operates out of France. ANSSI is the French National Cybersecurity Agency. Other countries may or may not have their own laws, requirements, and standards that companies in those jurisdictions need to adhere to. When an ANSSI certified laboratory checks a product, they issue it a security visa. It's like a stamp or guarantee that is supposed to give customers and all other parties confidence that a national authority has inspected and verified the product.   

You can find more information about it here:
https://www.ssi.gouv.fr/en/actualite/the-anssi-security-visa-by-the-french-national-cybersecurity-agency/