No healthcare VAT exemption
In France, sophrology isn't a regulated health profession: it falls outside the article 261-4-1° CGI exemption, which is reserved for doctors, regulated paramedical professions and protected titles (osteopath, psychologist, psychotherapist…). You therefore charge VAT, or no VAT if you're under the small-business exemption, with the matching statement.
Source : BOFiP, BOI-TVA-CHAMP-30-10-20-10 (art. 261, 4-1° du CGI)