The problem is what does existence mean?
Classical math includes "procedures" with processes based on absolute truth. They avoid paradox only because you cannot reason about the reasoning process itself. The result of this is simpler arguments, but we must accept the existence of things that we can never, even in principle, write down.
Now let's change existence to mean that mathematical things only exist when we can write them down. (Classical mathematics calls this the constructible universe.) So procedures must be computer programs. Real numbers are represented computer programs that produce a sequence of rational numbers converging at a known rate. An enumeration of real numbers is a program that produces a list of programs that themselves represent real numbers. And so on.
Now try Cantor's argument. We start with an enumeration of the real numbers. A program that creates a list of programs. We then construct a new real number as per Cantor. So far so good. And, as Cantor said, the new real number cannot be on the enumeration. Cantor now concludes that there are more real numbers.
BUT his conclusion is now false! I can easily write down a program that lists every possible program. Ones that crash. Ones that run forever and never stop. And, yes, ones that represent real numbers. It is a countable list. And our new real is on the list!
The problem isn't that there are too many real numbers. It is that you can't decide whether or not a given program represents a real number without solving the halting problem. So every enumeration has a choice - it either includes things that aren't real numbers, or it misses some real numbers. But all the things that can be real numbers are on a countable list!
The only sense in which there can be "more" real numbers in classical mathematics is that we accept the "existence" of numbers whose claim to exist is extremely tentative. And we do so with decision "procedures" that depend on decisions made based on unverifiable absolute truths.
If you want a sense of how different mathematics looks if you don't do that, look up Constructivism.