I would actually want to use only one limit, not two independent limits. And if I throw this [1] at Wolfram Alpha it actually says 1. I have a set of n elements with measure 1/n and then grow the set towards infinity while simultaneously shrinking the measure.
I agree that this does not work if growing the set and shrinking the measures are two independent limiting processes very similar to how integrating x dx from minus to plus infinity yields infinity if you have independent integration limits [2] but yields 0 if the integration limits are not independent [3].
I am still happy to accept that it requires uncountable sets but I am not convinced by the argument you provided, that the limit does not work out. I think there must be a different issue, some other property of probability measures that fails.
EDIT: I also finally did a little bit of searching and while I did not read much yet, it seems that the problems indeed arise from additivity as you hinted at with the partial sums. But I also found that there are actually ways to have uniform distributions on the natural number [4] if one uses non-standard axioms, but I only skimmed the paper for the moment.
[1] https://www.wolframalpha.com/input/?i=lim_%28n-%3E%E2%88%9E%...
[2] https://www.wolframalpha.com/input/?i=lim_%28a-%3E-%E2%88%9E...
[3] https://www.wolframalpha.com/input/?i=lim_%28a-%3E%E2%88%9E%...
[3] http://cetus.stat.cmu.edu/tr/tr814/tr814.pdf