How do you score the Mayor in a city with no pennants?
No points are scored.

From the Carcassonne Annotated Rules p58 (note 161)


  Question: Blue has a mayor in a city with no pennants. Does the city count as occupied? And if
  so, when the city is scored, will blue score points? Answer: The city is occupied. The mayor has no
  ‘strength’, so he counts as if there is no follower, and scores no points.