Been years since I've had to do anything with BGP...
Would there be any reason to have the following under Routing - BGP - Networks:
X.X.0.0/21 (is this one needed?)
When I look at advertisements I see only the /24s being advertised.
yes advertising /21 and /24 can be needed
it is not only because of your upstream which may not accept /24 it is also abour your internal network topology
it may be interesting for you to advertise locally doing hot potatoe routing to avoid transport in your backbone
bgp routing decision on remote side will be done with the longest path
advertising X.X.1.0/24 + X.X.0.0/21 in Paris and X.X.2.0/24 + X.X.0.0/21 in Frankfurt will make routers accepting up to /24 sending you trafic to X.X.1.0/24 in Paris and to X.X.2.0/24 in Frankfurt
if they only accept /21 you may get trafic for X.X.1.0/24 and X.X.2.0/24 in any point