Assuming the axiom of choice leads to some weird consequences, among them the Banach–Tarski paradox that one can partition a three-dimensional set of fixed volume (a unit ball, say) into pieces that can be reassembled into a different three-dimensional set of different volume (two unit balls). But Stan Wagon argues in this post that the alternatives are at least as weird. If you insist, instead, that all sets of real numbers are (Lebesgue) measurable, then you must also accept the inequality |ℝ| < |ℝ/ℚ| where equivalence by addition of rationals somehow partitions the reals into more sets than there are individual real numbers to fill those sets.

For more details see Wagon's preprint http://stanwagon.com/public/TheDivisionParadoxTaylorWagon.pdf with Alan F. Taylor. The actual theorems on which this is based are older: they came from Sierpiński in 1916 and Mycielski in 1964.

Wagon takes this as evidence that the correct axiom system to use is ZFC, not because ZFC describes the "real" mathematical world (whatever that means), but because it is "obvious" (whatever that means) that no set should have a partition into more subsets than its own cardinality, and ZFC implies this. I'm still not convinced that it's necessary to choose an axiom system and call it the correct one, though; why not just use whatever axioms are most convenient for the kind of mathematics you're doing and let the reverse mathematics people (https://en.wikipedia.org/wiki/Reverse_mathematics) sort out which set theories your results apply to and which they don't?