It was banned across Europe years ago due to a dwindling population of said bird. I have heard that 1 or 2 countries still have 1 day a year where it is legal, but I don't know that for fact.
I have lived in conservative, rural France before and this really is a thing. To be honest it's even worse than that. The bird is kept in complete darkness (or blinded) so that it's day/night rhythm gets screwed up and it eats all the time. It gets fat really fast and is then drowned in armagnac (maybe some people do it with cognac?!)
There isn't a confirmed reason why you cover your head while eating it, but it is traditional.