One of my favorite movies is Last Tango in Paris. I should note that it is also one of THE MOST disturbing films I have EVER seen--if you're going watch it, you should be prepared to get extremely upset. But I have tremendous respect for that movie. Likewise I have a lot of respect for Belle de Jour, although I don't think it's as good.
These are movies that are about sex, and they're both French (kinda), so as result, there's a lot of tittering nonsense about them--the assumption is, if they're about sex (and they're about kinky sex! And have I mentioned that they are both French!?! Sort of?), then they must be porn. You know, just like Vladimir Nabokov's Lolita is porn. (And the title is French! There you go!)
The idea that there could be a serious movie about kinky sex--a person has a problem, and they try to work it out sexually--just seems to be beyond people. The fact that neither movie ends well (nor does Jules et Jim, for that matter) kind of flies over everyone's heads: Marlon Brando can claim that Last Tango in Paris was simply the director's crude sex fantasy, but I'd argue that most men's sexual fantasies don't end with the woman deciding that the guy is a TOTAL loser and then killing him.
(And in fact, a lot of non-Americans criticize those movies for being too moralistic. That's got to be a sign you did a good job, right? Half the people are complaining that your movie is porn, and the other half are carping about your moralizing.)
I'm going to just go ahead and generalize irresponsibly here, but I think part of the problem with the American perception of these films is that in an typical American movie about, say, a troubled relationship, the buildup is often to the question of whether someone will cheat or not. Will a transgression happen? That's the climax of the film, so the transgression is extremely significant: If the answer is no, the person will not transgress, then the relationship can be saved. If the answer is yes, then the other person can leave the relationship (and most likely end up in a better one).
It seems to me that a more typical approach for a French movie about a troubled relationship would be to have the cheating happen, and happen early. It's not the big pivotal climax; it's often more a precipitating event: This person has transgressed. Now what? What does it mean? What are the consequences?
Obviously there are plenty of French (and American) movies where the consequences of transgression are pretty minimal (except you get to see boobies, which for me is just not that big a thrill), but in the better movies the transgression is highly significant, even though it's not the climax of the film: Why did it happen? Now that's it has happened, what do people do about it? What does it mean about the person who transgressed?
I think if people could get over the FRENCH!!! thing, they could see that both approaches are valid. After all, it's really just the age-old question: Do you make the drama about whether or not someone will cross a line, or do you make it about what happens after a line has been crossed?