Hey there! Just want to caveat that I'm a little biased since I'll be enrolling in the YSE MEM program this fall (congrats on the acceptance as well!). Getting a degree from Yale or Columbia will hold up anywhere in the world since they're a few of the best institutions on the planet (Yale definitely a bit more world renowned). That being said, Cambridge will definitely have more direct connections to jobs in the UK - and I would imagine the EU too, but with Brexit, I'm not sure how that whole transfer is accepted. I'm sure Cambridge is smiled upon by employers in the EU, but everyone in the EU will known a name like Harvard or Yale (probably Columbia too, but I can't say for sure).
When it comes to your final question - I would choose the program over geography. You may have to try a little harder to get a job in France if you go to Yale or Columbia, but if a US school suits your coursework goals more, go with them. You go to grad school once - study what you want to actually study! You can work in France for the rest of your life with either of those top programs.