Suppose we have a collection $(A_r)_{r\in\mathbb{R}}$ of Lebesgue subsets of $\mathbb{R}$, each with Lebesgue measure $0$. Consider the set $$E=\bigcup_{r\in\mathbb{R}}\{r\}\times A_r\subset\mathbb{R}^2.$$ Is $E$ necessarily a Lebesgue subset of $\mathbb{R}^2$ and, if so, does it have measure $0$?
I was wondering this today, but didn't really get anywhere. Perhaps a counterexample could be constructed by considering an $\mathbb{R}^2$ analogue of the fat Cantor set?
Thank you.