You at exactly right. The "paradox" is that people naively assume that the Real ("Real" = math theory, "real" = CS turing-computable
and physics "real universe") numbers are a smooth continuum, but if you follow the actual definition, you discover that it is too powerful -- the Real numbers could construct physically impossible objects, which proves that real numbera aren't real. In reality, we must confine ourselves to countable sets, which has ugly asymmetries: we must distinguish a set of "nameable" numbers as more "real" than the others, but we can choose any small-enough subset of Real numbers we want, we can choose every single Real number we practically encounter, but we can't choose all of them at the same time.
I'm not sure in what sense you mean real numbers could "construct" anything, but you can make physically impossible shapes out of rational numbers too, so their cardinality has nothing to do with that.