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:
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.
In terms of implementation, I'm not aware of an algorithm that can randomly pick a real number on an actual computer. Perhaps a mathematician could show how to pick one on some abstract machine with infinite resources, and not constrained by finite bit representations of numbers.
An actual (finite in time and space) computer can't even represent arbitrary real numbers, much less randomly choose them.
Once you accept that you have an entropy source in the physical world, you can easily be injecting random real numbers (from some range) and in fact, usually are, which are then being binned into integers by ADCs.