This comment opens perhaps a bigger can of worms than intended.
The original statement:
>> You can't uniformly sample an unbounded set. [of real numbers]
is true, provided that by "sample" we mean "sample in a way that obeys Kolmogorov's axioms". (I'm adding the qualifier "of real numbers" to keep this somewhat grounded, so that we don't get distracted with abstract metric spaces, or worse.)
In the above comment, by placing a limit on the set ([-N, +N]), you have made the set bounded -- thereby contradicting the premise of the original statement!
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Your last paragraph is interesting. Suffice to say, the situation is more complex than your summary would indicate, precisely because of the above issue -- that is, "what does sample mean in this context".
It led me to this paper by Lei and Kadane (the latter, the well-known Bayesian theorist) --
https://arxiv.org/pdf/1806.00053
It is well worth a read, if you're into such things.
See especially section 1, and section 7. In essence, the above statement ("You can't sample uniformly") is true, if you interpret "sample" as "following a scheme that obeys Kolmogorov's well-known axioms."
However, if you are willing to abandon countable additivity of your measure, and drop down to finitely-additive measures, there are several classes to choose from that support a notion of uniformity.
(Again, just thinking about measures on integers, not real numbers. But these are not measures in Kolmogorov's sense.)
These measures support a notion of uniformity, but they may not have some properties that you might hope for, such as that the measure of a set A of natural numbers is the same as A + i, where adding "i" shifts the set by "i" units left or right.
For some of these measures, the result about co-prime numbers is as you say, and for others, the result is indeterminate. That is, the limit exists, but it can be any number between 0 and $6/\pi/\pi$.