When someone uses the F-word, why do they afterwards "say pardon my french!"?

They are equating the curse word to a foreign word. In etiquette, when using a foreign word that others don't know, you'd say "Oh sorry, that was french for ..whatever..." So the speaker is saying in a way 'Oh gee, that wasn't a curse word,it was a word in french!" Thus, supposedly, taking the sting out of the word and apologizing for it at the same time.