I already asked thesthe same question here, but received no answer. I was reading this interesting article by Givental
And my attention was caught by this passage:
"This explains why the Pythagorean theorem is a genuinely Euclidean phenomenon (and not only in the historical sense of the word): among all Riemannian metrics of constant curvature only the Euclidean one admits nontrivial conformal isometries."
So that's the question: there exist Riemannian metrics of non constant curvature admitting nontrivial conformal isometries? If so, the Pythagorean theorem holds on them?