What I mean by "essentially ignore" is that if you are (for instance) offered the following bet you would probably accept: "If you are in the first 100 rooms, I kill you. Otherwise, I give you a penny."

I see your point regarding the fact that updating using Bayes' theorem implies your prior wasn't 0 to begin with.

I guess my question is now whether there are any extended versions of probability theory. For instance, Kolmogorov probability reverts to Aristotelian logic for the extremes P=1 and P=0. Is there a system of though that revers to probability theory for finite worlds but is able to handle infinite worlds without privileging certain (small) numbers?

I will admit that I'm not even sure saying that guessing "not a multiple of 10" follows the art of winning, as you can't sample from an infinite set of rooms either in traditional probability/statistics without some kind of sampling function that biases certain numbers. At best we can say that whatever finite integer N you choose as N goes to infinity the best strategy is to pick "multiple of 10". By induction we can prove that guessing "not a multiple of 10" is true for any finite number of rooms but alas infinity remains beyond this.