Fandom nod, probably unintentional - the brief scene where Sara was released was filmed on the same part of the Seine where Duncan Macleod moored his barge for most of the Paris-based episodes of "Highlander". You don't see it, but on the opposite side is Notre Dame.
All of the actual scenes featuring Castle, Alexis and Grandpa (and Canadian actor Chris "Todd from Atlantis" Heyerdahl as the French spy guy) were filmed in New York or on greenscreen, but the exchange was the only thing filmed in Paris. I'm guessing they used a double for "Sara" and kept her on a fuzzy screen without dialogue to hide the fact it wasn't the same actor.
The episode was a little disappointing as it had little Caskett interaction, which is why I watch this show; it was still fun to enjoy seeing Castle pushed this far and reacting without his usual aloof sarcasm. His dad adds needed backstory to Castle, but I hope they don't play it out like other similar tropes. If dad shows up asking Rick to join the Scarlett Alliance, there better be a shark in the episode too. :P