Getting to and from games in "Paris" (Stade de France or Parc des Princes) is very easy. I attend 2016 Euro matches at both venues and it was very simple at each one. Nice was a royal pain, however.
Paris would be good as well, but Lyon is arguably the world capital for women’s football and has a spectacular new stadium .... as you point out, transport to and from the matches can be a hassle.