Well after much digging, I found this part of an interview where Alizee discusses the break up.
I was first very proud of having being able to close my tour through the Zénith, but I knew it was time to take a break after four years of madness. During my period of rest, I started to reflect on what I wanted to do musically. The three of us ( with Mylène and Laurent) talked about it and decided to separate. (note: it wasn't until over a year after the end of those concerts that it was sort of officially announced that they had separated and of course being 2005 everyone knew Alizée was pregnant by then. Seems like it was not an easy or quick decision to make.) I wanted to reach out to new music and take my flight!
http://tapetor.thewayiam.com/Instant-Mag18-19_e.html