1) The Middle Ages scenario has lots of open land in Siberia. The AI is programmed to head for open land and settle it.
2) Unless you're playing a very different map from my Middle Ages scenario, the map doesn't extend to Korea.
3) Personally, I wouldn't worry about killing them off. The important thing is to get their relic and take their important cities. Your goal is 30,000 points, not to exterminate the French. You've got what you want, now press on, either to crush someone else or to make the expedition to Jerusalem.
Have fun!