Did the 3 eldest daughters marry those guys knowing...

No... The daughters had a good relationship with their parents. I think that the point of the film was that even a good, honest to God, French family could have racist issues. The father, at some point, blamed his daugthers' choice because "they moved to Paris" (implying that the multicultural capital had changed them). I thought he should be proud to have raised such educated and enlightened daughters.