Le Pen used to favor exiting the euro zone en eventually the European Union. In the last few years her movement is however shifting towards the center, mitigating some of its more extreme positions:
Zemmour’s policy proposals have had the unintended effect of making Le Pen appear moderate. Since losing by a 2-1 margin to Macron in the last presidential runoff in 2017, she has turned down the volume on her National Rally (former National Front) party’s most extreme positions. In trying to broaden her base she no longer talks about abandoning the euro or withdrawing from the European Union.
(emphasis is mine)
Her message is now more mainstream and more pointedly anti-Macron:
Eager to steer attention away from her Russian baggage, Le Pen has focused her campaign on economic issues. It turned out to be the right move. Polls now show that purchasing power is the No. 1 concern of French voters as inflation looms and gas prices soar amid Putin’s war. She offered a sharp contrast to Macron’s sweeping technocratic vision of France and its unpopular measures like pension reform and an older retirement age. Instead, she has called for tax cuts and contrasted the economic situation of elites in cities to the struggling working classes in rural areas, where her support is strong.
In other words, while the Ressemblement National (Le Pen's movement) has not abandoned its anti-euro and anti-EU positions, this is no more their primary agenda. While Macron's statement is technically correct, it is unlikely that Le Pen would seriously pursue these goals.