He was in the Paris art scene (the place to be at the time). But he traveled regularly to the U.S. to speak and teach. So he may have moved his base to Paris, but he was still very involved at home. His father was an A.M.E. bishop (that was - and really still is - a very upper-crust denomination) and he had some significant patrons.
His popularity waned after WWI - really everything in Europe was unsettled between the wars - but he was still very well thought of.