Isn't it because the Blue Angels can't do aerial refuelling? I heard that was the reason they never ventured outside the States. I can't remember them ever flying in Europe, maybe Britain once. The Thunderbirds yes but not the Blue Angels.
I doubt if there ever was an intention to fly to Paris. Farnborough would be the most logical event to visit anyway. If the Angels ever came in this direction it would be big news. The Thunderbirds were supposed to come to Ireland several years ago but it was cancelled. Never mind I have the Red Arrows to look forward to in July.