The event set is non-empty (i.e. there are rational numbers between 0 and 1) but the probability of picking one at random is zero.
First of all, the set of values in the range [0,1] that can be represented by a computer is not at all the same as the set of rationals. If you're talking about fixed-point or floating-point data types, then there are only a finite number of bit patterns (corresponding to dyadic rationals), so obviously the probability of hitting one of them precisely is zero.
You may think I'm just being pedantic here, but I'm really not. The theorem you described is only interesting because there are an infinite number of rationals between zero and one, and yet the set still has measure zero. But if you're willing to say that any rational number is theoretically "representable" in a computer, then you're already assuming that we can go beyond the natively-available data types, and come up with our own representations -- e.g., a tuple of numerator and denominator. And in that case, we can also come up with representations of irrational numbers; for example, you could have a datatype that can finitely specify any algebraic number, such as sqrt(2) or the golden ratio. So the fact that a typical CPU happens to only be able to natively deal with rationals is irrelevant.
The beauty of the diagonalization argument described in this paper is that it applies to all possible discrete representations, no matter how weird or complex, without having to make any assumptions.
"probability of randomly picking a rational number from [0,1] is exactly 0."
If to consider that as a lemma only ...
You cannot and will never be able to prove that, right?
But in that case, why is is more probable to pick an irrational number?
In order to draw a rational number, you must randomly select a number that has a repeating pattern in decimal. Imagine that for the sake of argument that we're in this "repeating pattern" and, amazingly, we've already drawn it 1000 times! What a roll we're on! In order for the number to be rational, how many more times must we draw this pattern? Infinitely many. What is the probability that in one of those infinite fair random draws, the repeating pattern gets broken? 1. It's just not possible for infinitely many fair draws to produce a repeating pattern; that would be proof that the process generating the number was in fact not random in the first place. (I can't be that sloppy if we're doing finitely many draws but I believe that's justifiable at infinity.)
Imagining through this process of drawing a random number I think makes this more intuitively obvious than imagining being presented with a completed number and trying to figure out if it's rational.
The catch, here is "selecting a number randomly" - that isn't constructively defined. And to me this looks kind of similar to the notion of "measurement" in quantum theory - not precisely defined either.
Proof: what else could it be? If it's not 0, there's a smaller number, contradicting your (intuitive) definition of epsilon.
[0] Specifically, the dual numbers: https://en.wikipedia.org/wiki/Dual_number
There is no such things as «two successive real numbers».