In my past experience, going for larger rims than standard does this to most cars and is not just unique to Clios. To retain the same overall rolling wheel diameter (gearing/speedo calibration) the alloy rim size increases, profile reduces and tyre section increases. Whether FWD, RWD or AWD the effects on steering and braking are the same. Acceleration effects are obviously not so noticeable on AWD and RWD cars as you dont feel it through the steering. The lower profiles on these have more noticable effect on traction break points.
When the profile of the tyre is reduced there is much less compliance in the tyre sidewalls and the wider section usually has more bracing to keep the tread section as flat as possible. Therefore when you brake/accelerate the wheel tends to ride over the variations in the road surface rather than absorb them. We are talking small changes in road surface .... yep white line markings is all it takes!
Imagine using a paint roller with a metal hub and very thin foam covering on an uneven wall compared to a normal thick foam version of the roller? The thick roller will run smoothly over the bumps and paint the peaks and troughs. The hard roller will jump over the peaks leaving parts of the surface unpainted. The analogy of how well the surface is painted equates to the traction ... ie the lower profile tyre generally has less contact on the road over uneven surfaces. However, handling is generally improved due to the stiffer sidewalls, stopping the tyre from distorting and trying to "bend" under the rim during cornering. The lower profile also improves steering response which is fed back through the streering wheel. Hence the squirmy feeling!
So in conclusion, I reckon the effects are not really due to the larger alloy rims but the tyres that have to fitted to them to keep the rolling diameter the same. There may be a slight weight increase in the rim, but this will only really effect the suspension dynamics (shock/spring rates).
Personaly, I prefer lower profile tyres. Gives the car steering much more feedback and improves cornering no end. Main drawback is you get less warning when the tyres are about to let go in a corner .....but as the other guys say .... hang on to that s/wheel when accelerating or braking hard!!