There is no such rule that one must enter Schengen through the country that issued the visa. However, in such case there is a higher chance of being refused entry. That's why in such cases denied boarding happens sometimes by different airlines, unfortunately I've heard enough such stories before Ukraine got visa-free travel with Schengen. This denied boarding is not correct and definitely abuse of power. Especially since OP had a ticket to Paris that could have been checked.

I'm not sure if there are any options to claim your costs other than going to court in the country of origin, since this case doesn't fall under EC261.