I don't follow why Bob can play any legal move when s_n is not possible. The proposition is that, if S is countable, Bob has a winning strategy. Suppose S = (s1, s2, s3), which is finite and therefore countable. On turn 1 Alice picks s1. Since s1 is already taken, Bob picks any legal move, which means any number in [0, 1]. Suppose he picks s3. Then, Alice picks s2 and wins?