I don't think it's pretentious to pronounce "Paris" the correct way (as they would when speaking in French, or when in France). I think it becomes pretentious when there is a clear English version of a word, and you choose to ignore it and speak foreign in the middle of a sentence randomly to signify you know how to say a word in a different language.

For example, if you are an English speaking American I wouldn't expect you to tell me you spent the summer in Pari, I'd expect you to use the English version of the word, Paris. Equally true, I wouldn't expect an French speaking person (in France) to say "Je passais mon été à United States of America". I'd expect them to say "Je passais mon été aux Etats- Unis d'Amérique".