He had an obsession with Continental women?
I'm no fan of the man. He got into the big time in the 1960s because Billy Wilder wanted a schmucky little actor to play the role of "Mr Everyday American'.
But when Lemmon got into the big time he had the power to choose attractive-looking European women to support him (This was in the days when most French actresses were regarded as "sex-kittens").
He got Romy Schneider then Virna Lisi then Catherine Deneuve.