Bourbaki's shortcut to Radon measures is very elegant but it's noteworthy that unlike many other Bourbaki innovations I don't think it was picked up by other textbook authors. Already at that point there was a mathematical consensus that measure theory was a valuable part of the foundations of modern mathematics and shouldn't be eliminated or minimized.
Outside probability theory, measure theory is primarily used as a foundation for integration ("expectation"). There are also more specialist subjects like geometric measure theory; there's an excellent introductory textbook called Measure Theory and Fine Properties of Functions, and if you look at its table of contents you can get an idea of the breadth of topics.