what is significant about the fact that darnay is placed under escort as soon as he arrives in france

It indicates how widespread the French Revolution has already become. As soon as Darnay - whose father and uncle were representative (to different degrees) of the class abuses being revolted against - enters the country, he is forced into the system being run by the Revolution. They are out for blood and, while not necessarily efficient, have support everywhere. The point is that he will not be able to escape alive in France because of who he is. They have him. Of course, circumstances will get him out alive anyway ....