The paradox is that, after picking a random number, you have just done a thing which has probability zero. Doing a thing that has zero probability shouldn't be possible. Ever.
The here is the non-constructive nature of the real numbers. That is not to say the reals are useless, but they are not much more than a formalism. It's rather useful though because it's hard to get numbers like pi or e. Its really nice that any real interval is compact, but that too is hard to replicate.
I don't think anybody even has a procedure for gathering that kind of evidence.
Infinities are problematic too.