Yes, they do.
If the UK is still in control of France at the Collect Income phase of the US.
DO YOU HAVE TO COLLECT INCOME IN PHASE 7, OR CAN YOU CHOOSE NOT?
You always have to collect income if you still have your capital(even if it means you will lose it to another player).
You do not have to spend what you have, but must collect.
Where is that in the rules?
What about national objectives, do they have to be collected to?
If you have reached them, yes.
Am looking now.
Have you read page 22, phase 7? It does not say you cannot take them, only that you do.
If you are unhappy wait on a Deputy or Krieghund.
Page 11 of the Rulebook: “You must collect income if you can, but all other parts of the turn sequence are voluntary.”
Bonus income from NOs is income, so it must also be collected.