Additional to @SummerRain's answer, if you have loaded the language file into your page, you can use below way to set the default language for all select2, instead of one by one.
$.fn.select2.defaults.set("language", $.fn.select2.amd.require("select2/i18n/fr"));
select2 uses amd to define its dependencies as you can see from $.fn.select2.amd. "select2/i18n/fr" is the amd module name for the french language definitions.