What activities for children were there in Paris in the 1930s (that were not also available in the countryside)?

Everyone should eventually realize that some people are different in some ways from them. Nobody has desires totally identical to those of every other human or totally identical to those of any one specific person.

One thing that big cities have that the countryside doesn't have is sidewalks. Sidewalks stretching for miles in every direction, and maybe hundreds of parallel streets with sidewalks, so that someone who set out to explore the city could probably eventually walk a total of thousands of miles without getting more than a few miles from home.

Unless a horse or a car leaves the street and gets on the sidewalk, someone walking on a sidewalk is in no danger from horses, buggies, cars, or trucks, unlike someone walking along a dirt road in the countryside that might have lots of bends and stretches hidden by trees. And cities often have traffic lights to show when it is safe to cross the streets at intersections, and street lights to keep it from getting too dark at night.

And when it rains, people can go outside anyway if they have protection from the rain like umbrellas, raincoats, and rubber boots. After the rain, dirt roads in the country are full of puddles, and mud where there isn't puddles, and paved roads in the country don't have sidewalks so you often have to walk on the dangerous paved road or on the muddy ground beside it. City sidewalks and streets are relatively dry after a rain except where water collects in puddles, and at least it isn't muddy and messy.

I myself once stepped in mud so deep that it pulled my shoes off my feet.

A number of ancient and modern cities had and have various covered areas where one can walk for miles under cover, sheltered from precipitation and from harsh sunlight. I myself have often used underground concourses in Philadelphia to avoid rain or the heat of the day for several blocks of my journey.

And many cities have and had public transportation: trains, subways, elevated trains, monorails, horse-drawn trolleys, trolleys or trams, buses, trolleybuses, taxicabs, etc., etc.

In Cloak & Dagger (1984) 11-year-old Davy Osborne gets involved with spies and travels around San Antonio, Texas using buses.

Before automobiles became common, there were public transportation systems in the countryside, but they were spread a lot more thinly than in the cities.

So a child in the countryside would almost certainly not know how to drive, have a driver's license, or be permitted to drive, and probably wouldn't know how to ride a horse or drive a buggy, or be allowed to, and would probably have to walk to most places if they couldn't get an adult to take them.

Transportation for many children is much better in cities than in the countryside.

And destinations are hundreds and thousands of times as densely concentrated in cities as in the countryside, so it is easy to imagine that for some children interesting destinations could be tens, hundreds, or thousands of times more accessible in the city than in the countryside.

So since people, even children, having differing desires and tastes, it is easy to believe that some country children would like visiting the city, and other country children would not, and some city children would like visiting the country and some would not.

For an example of an interesting destination in a town, kids in my parent's generation often went to the local movie theater on a Saturday and spent half the day, or the whole day, watching a program of cartoons, newsreels, short movies, and one or two feature films, sometimes staying to watch the program again.

And people, including children, often have rapidly changing moods, so that someone, including a child, might be enjoying themselves one hour - or even minute - and be discontented the next.