I'm reading "A First Look At Rigorous Probability" by Jeffrey S. Rosenthal. On chapter one there is a proof which I can't fully understand.
Suppose, to the contrary, that $P(A)$ could be so defined for each subset $A \subseteq [0. 1]$. We will derive a contradiction to this. Define an equivalence relation on [0. 1] by: $x~y$ if and only if the difference $y - x$ is rational. This relation partitions the interval $[0. 1]$ into a disjoint union of equivalence classes. Let $H$ be a subset of $[0, 1]$ consisting of precisely one element from each equivalence class (such $H$ must exist by the Axiom of Choice). ....
My question is this: If we assume the Power Set Axiom, why do we need Axiom of Choice here. If the power set of $A$ exists, then its elements also exist. I mean, how can a set contain non-existent objects? And $H$ is clearly in the power set of $A$.