While I agree that some amount of mathematical maturity is useful, I think it is a far reach to claim one has to know the Peano axioms in particular, at least in their set-theoretic form. I assume you don't mean knowing and using them implicitly, since you seem to be arguing for explicit mathematical training.
At the risk of being overly presumptuous, the opinion you give sounds like that of someone who does research in such an area. That's what it sounds like to me, at least, because I once argued similarly while I was working from a more mathematical side about the value of understanding things rigorously. And I would issue statements like "well, sure if you just want to put things into PyTorch, _sure_, but that's not _real_ math."
Unfortunately for us (or at least me, because why did I spend so much time learning this stuff?), many top ML or AI researchers have only a vague understanding of fundamentals, and I vehemently disagree that you need rigorous exposure to mathematics to contribute to ML or AI.
My experience is quite the opposite. Lots of people in mathematics / academia are asleep at the wheel. Well, they were at the wheel fifty years ago, and some departments have caught up, but overall mathematical rigor is not what made the field go forward. (D. Donoho's "50 years of data science" seems relevant).
If you are adamant that Peano axioms in particular are necessary, why doesn't your argument that they are necessary extend to things like the axiom of choice? You know what they say: "the axiom of choice is clearly true, the well-ordering principle is clearly false, and who knows about Zorn's lemma?" Or, if the introduction to Folland's Real Analysis is to be believed, if your research project depends on the validity of the axiom of choice -- choose another research project.
All this to say your post makes me recognize a sentiment I once had: mathematical rigor is important. That depends. I realize that more often than not I made that argument to convince myself such knowledge is relevant -- and that creates a dangerous blind spot (at least for an academic who wants to be useful to industry).