I'm not a fan of it regardless of the spelling, but I just watched a movie that had the Khmer Rouge in it a few days ago so it has unpleasant genocide vibes for me right now.

If I saw the name Ruuj written down, I'd probably assume it was an Indian name of some sort and it wouldn't click that it was meant to be Rouge spelled in a different way. I agree it does look more masculine (probably because "rouge" has a make-up association) but other than that it seems to have more negatives than positives. In the UK, some people might read it as ru-dge (rhyming with judge) or ru-zh and, as you said, the pronunciation could be an issue in France so Ruuj makes the pronunciation more complicated in both places rather than less.

I think most people will pronounce Rouge the French way even in the UK, so if that was the main concern then Rouge works fine (not sure what the perception of the name would be to French people though, might be like meeting someone named "Red" in the UK).