Very interesting. This clearly was a loss of communication. Maybe they turned down the radio volume too much or accidentally switched the frequency of the primary radio. In any case, I feel for the pilots: this is an embarassing moment for the guys in the cockpit. And this definitely has a nasty aftermath for them - with reporting to their airline and lots of questions being asked - or worse...
The radar track shows they climbed to FL370 and changed their heading to 234 while they were still in Swiss airspace. About 10 minutes later they entered French airspace. They had been on a straight and level flight for about 35 minutes (FL370/234) when they were interecepted over Southern France. It does take several minutes before controllers raise an alert. Also, it takes several minutes for the fighters to scramble and intercept. So I guess the communication was already lost when they switched from Swiss to French ATC - or maybe even in the few minutes before, so they never attempted to switch.