No, Mumbai is significantly more densely populated than Paris when looking at the entire urban scale and not just a few areas of Paris. This is easily fact-checked.
I mean Mumbai's population is 10x Paris population, so this should be obvious.
Wikipedia lists the core city of both as 50,000 per square mile, though it looks like the Mumbai numbers are somewhat old. More recent numbers say 73,000 per square mile for Mumbai. Which is similar to Manhattan’s residential population density.