Yes they allow it under normal circumstances but you of course have to send in the paperwork for a vacation. You need to be rectified before you can request vacation abroad... I'm sure you can see how that might be an issue.
In the end the dudes in charge are humans too. In general there is no problem but of course it depends on where you are and what you are doing at the moment.
The legion is not too big on compassionate leave. As mammikoura says, it depends where you are and what you are doing at the time. If you are in Africa for example it would be complicated.
If you are in France and rectified, it shouldn't be that much of a problem. Just be sure that it isn't your old man who you told the "gestapo" was dead when you joined up.