The best thing to do is to make the booking on the KLM site, go all the way through to the payment page, note the PNR that is created, then immediately ring Air France and ask to pay over the phone, quoting the PNR and using your AF EMD.
This comes up from time to time.
KLM voucher not accepted by AF
Two EMD vouchers (one from KLM, one from AF) - how to use in one booking?