The English translation of Rochefoucauld's statement is: "What a bloodthirsty country, even the cheese is full of holes." Francois de la Rochefoucauld is famous for his book of maxims, which can be defined as "a French literary form of epigram that expresses a harsh or paradoxical truth with brevity." The paradox in the statement you've asked about is that Switzerland is not known for being "bloodthirsty"; in fact, the country has no army and chooses to remain neutral in war.
In his play, which is set in Zurich, Stoppard has the character named Bennett quote Rochefoucauld in telling Carr that the Bolsheviks in Russia are ready for revolution, but that their leader, Lenin, is in exile in Zurich. He is not allowed free passage to return to Russia. The paradox here is that even though Lenin has freedom in Switzerland, he'll be killed if he tries to leave.