A French Conservative urgency is immoral (8)
I believe the answer is:
unchaste
'immoral' is the definition.
('unchaste' is associated in meaning with 'immoral')
'a french conservative urgency' is the wordplay.
'a french' becomes 'un' ('a' in French).
'conservative' becomes 'c' (abbreviation commonly used in UK politics).
'urgency' becomes 'haste' (I've seen this before).
'un'+'c'+'haste'='UNCHASTE'
'is' is the link.
(Other definitions for unchaste that I've seen before include "libertine" , "loose" , "Engaging in illicit affairs" , "Not decent and virtuous" , "very naughty" .)