French "r" is voiced and does not sound like "x". "Rue" does not resemble "хуй" at all. The vowel is also different and there is no any й in "rue". Господи is usually pronounced with "г" in Northern Russia (in Moscow too). Бог is pronounced like бох. Voiced consonants cannot appear at the end of words.Interesting -- it had never occurred to me that the French word for улица, namely rue, might sound a little bit like the слово из трех букв, to a Russian's ears!
Technically, the "R" sound in rue is voiced, and so it must sound closer to the г in Господи or не дай Бог, than to the sound х. But I suppose that in some contexts (к примеру, когда шепчешь), the "R" in rue would be voiceless... and therefore the word would sound "funny" to Russians!