Bonjour A.,

That's a very interesting question! 
Yes, nationalities CAN be capitalised in French, when they are used as "proper nouns" rather than "adjectives".

For example, when you qualifying something as "French" (food, person, city...), then you're using the adjective, therefore it starts with a lower case:
Le vin français est bon.
Marie est française.

But when you're talking about a Frenchman, or the Frenchwoman (or an Englishman, ...), then you're using a noun (introduced by a/the/this...), and it starts with a capital letter:
Je connais un Français. (Frenchman)    versus     Je connais un homme français. (French man)
Les Anglais sont très polis.

I hope that's helpful!
À bientôt !