"Arrive at" or "arrive in"?

Solution 1:

You are right, the preposition in should be used but there is an exception to it:

They arrived at Cardiff! Being Cardiff a big town, "in" should be used, but "at" is correct because we actually mean arrive at Cardiff station or airport.

I think this exception can be applied to your case. The author means that Wolfgang arrived, probably, at Paris station.

Solution 2:

The simple answer is that speakers have been steadily eschewing the in variant of the expression. Google's Ngram tool shows a consistent decline for "arrived at Paris"; today, that expression occurs with a tenfold smaller frequency than it did 200 years ago, even though travel to Paris by speakers of English is presumably several orders of magnitude greater today than it was then.

However, "arrived in Paris" has also declined in frequency, with a prevalence rate in 2000 that was about half of what it was in 1900. This is rather puzzling, and I can't think of a plausible reason for it.

Solution 3:

Wolfgang probably arrived at the boundary of Paris, not actually in the city yet, which explains why "at" is used.