https://en.wikipedia.org/wiki/Almost_surely
This strange property comes from strange properties of the real numbers (and uncountably infinite sets) that give rise to things like:
https://en.wikipedia.org/wiki/Banach%E2%80%93Tarski_paradox
Measure theory deals with resolving this:
https://en.wikipedia.org/wiki/Measure_(mathematics)
Banach Tarski Banach Tarski.
Seriously though, you can do math without invoking the axiom of choice. The formulation of probability doesn't strictly depend on it.
https://en.wikipedia.org/wiki/Almost_surely
This strange property comes from strange properties of the real numbers (and uncountably infinite sets) that give rise to things like:
https://en.wikipedia.org/wiki/Banach%E2%80%93Tarski_paradox
Measure theory deals with resolving this:
https://en.wikipedia.org/wiki/Measure_(mathematics)