It's a bit subtle to explain where is the problem. To get this classical probability, you first need to do the coarse graining. And to do the coarse graining, you first need to decide which degrees of freedom are irrelevant. The problem is that this decision is arbitrary, subjective and athropomorphic. For instance, who or what makes such a decision in the absence of conscious beings? How the nature itself, which by definition is the whole nature (not its open part), can do the coarse graining? If two agents define coarse graining differently, does it imply that for one agent the outcome occurs and for the other the same outcome does not occur? This leads to various Wigner-friend type of paradoxes.