in vapour state sulphur exists as S2 molecules and has 2 unpaired electrons in antibonding pi orbital and hence exhibits paramagnetism
Sulfur exist as S8 molecule at ordinary temperature and pressure but at elevated temperature it gets dissociated and partly exists as S2 molecule in vapor phase. In this form S2 has 2 unpaired electrons in its anti bonding pi molecular orbitals and behave as a paramagnetic materials.