I agree that it's a habit and absolutely not pedantry. I am arguing that when applied unnecessarily (Paris, France when it's an international news story, an action movie set in glamorous European locations, or a set of charming early 20th century Paris cityscapes) it's an unthinking habit that shows a lack of respect for the intelligence of the audience and reflects a media "dumbing down" trend. I also suspect you are right about the origin of this habit being disambiguation using state names, and extension of that to the international level.