Customs in Schengen zone

Customs will always be at your final destination, in your case CDG. In Europe customs is typically a walk-through, if they want to check your bags an agent will appear out of thin air and take you to a side-room....but it rarely happens.

The door you walked out of at CDG was customs. There is rarely anyone staffing and checking.

Which doesn't mean that there weren't 'lookers' that you couldn't see, or that the manifest hadn't been checked, or that somebody couldn't have appeared immediately had they desired, or that people hadn't been pulled aside into the secluded sreening areas.

When you fly to Europe you go through immigration at the first airport you land, in your case Amsterdam (assuming it's a Schengen country). You go through customs at your destination, in your case Paris. There are two exits: one with a red light a says something like: anything to declare and one with green light says nothing to declare. You apparently went through the exit with green light. I like European system much better. You don't have to collect your baggage before your destination and then you are not bothered when exiting customs. In my twenty plus trips to Europe I or my luggage was never searched. On my way back I was searched or at least my suitcase was x-rayed about every third time. Why is that I don't know. Maybe Europeans are less paranoid. I also don't have to take my shoes off going through the security point at European airport. You also notice who is inexperienced American traveler. They are taking their shoes off even it's not required. Once I asked security guy there why it's not required and he said you cannot see explosives on X-ray anyway so why to burden us.

The overwhelming majority of casual travelers to the Schengen zone will have "nothing to declare", and can thus exit through customs without stopping. Off the top of my head, the only thing that I know requires a declaration is €10,000 or more in cash.

Schengen has nothing to do with customs, only immigration. Schengen allows people "free" passage between country which are a party to the Schengen treaty. However, you must go through immigration control whenever you enter or depart the Schengen zone. It is the European Union that has eliminated customs for travel between countries of the Union. So, if you go between the UK, which is in the European Union, but is not a party to Schengen, to another EU country, like France, which is in Schengen, you go through immigration but not customs. On the other hand, if you go from France to Switzerland, which is part of Schengen but not in the EU, you don't go through immigration, but you could go through customs (although that is not common).