The core of the paradox is that that the intuition that the volume of a bunch of disjoint sets obey the law
V[A ∪ B ∪ C ∪ ...] = V[A] + V[B] + V[C] + ...
is only guaranteed if you have a countable number of sets[1]. If you split a sphere into an uncountable number of pieces in the right way (which requires the Axiom of Choice) you can break this rule without being inconsistent with measure theory.
[1]https://en.wikipedia.org/wiki/Measure_(mathematics)#Definiti...