I think there's truth it, but not because Customs knew what the bags weighed when they flew out and when they flew back. They probably meant that the bags felt "heavy" and coming back from France that probably means they thought they were full of wine they would want to collect duty for. I just got back this morning from a weekend in Napa, and I guarantee you my bags are significantly "heavier" then would be expected as there's a couple cases of wine in them.

I can't possibly see how they could match up weights from the airline when checking in for the first part of the trip and the return trip. If they were to go that, it's easy enough to get around, just put a couple bricks or whatever in your luggage on the way out to save weight for the stuff you were buying on the way back.

I'm guessing they noticed how heavy they looked when they were being carried or if they were marked heavy or something like that and thought something didn't look right.