There were some other exterior shots that seem to have been filmed in Paris, like Castle approaching the cathedral. But we couldn't see his face in those shots, so it was probably a photo double. This is a common technique for faking the presence of your actors in a distant location -- film some long-range location shots with lookalikes in the real location, then do tight or interior shots of your actors back on the soundstage. If you don't see their faces in the long shots, it's a giveaway.
I guess we jaded ol' TV viewers come to expect that after all these decades of seeing doubles, but even at that, my first reaction to that shot was "Geez, that guy doesn't even move the same way Nathan would!"
I think he was about 10 pounds thinner too.