Past exam of the integration course of the University of Oxford / 2023 / 1 / c / i / Solution

False. Take $E=\{0\}$ and any non-measurable set $A\subseteq \mathbb{R}$. The vertical line $\{0\}\times \mathbb{R}$ is a planar Lebesgue null set: each segment $\{0\}\times [-N,N]$ can be enclosed in rectangles of arbitrarily small area, and the line is a countable union of these segments. Consequently its subset $E\times A$ is a Lebesgue measurable set of planar measure zero, by Completeness of Lebesgue measure.

A nonempty factor can therefore have too little Lebesgue measure to transmit the other factor's failure of measurability. Its exceptional vertical section at $x=0$ is consistent with Lebesgue measurable sections being guaranteed only almost everywhere.