Your data values in the parameters are defined by the data that is being retreived from your source.
You are using a view as your source. When you limit the scope of the view to 4 cities that changes your param to just show those. When you add in the extra limit of just a few people then your view is only returning rows that meet these conditions and so your params are only showing 3. basically your DB has no person that you are filtering on that is in Paris.
If you haev 2 tables in the view (one for city the other for person) you can write a more complicated view that left joins the two after the filters have been applied not before.
or use to views as your source 1 as a filterd view of the city table and the other as a filtered view of the people table and left join them in crystal.
However Lockwelle was correct from teh get go that if a user select Paris they will never get any name value for the person param because your data shows that does not exist. The report will be 0 rows for Paris so I am not sure why you want to do that.