If 95% of the intervals in your set of intervals include μ, and you randomly pick one of them, in what way is that interval not 95% likely to contain μ? Ignoring the frequentist pedantry that "likelyhood is the wrong word", is there a way for a different number to be the correct number?
https://link.springer.com/article/10.3758/s13423-015-0947-8#...
https://sami.boo/jaynes/confidence-intervals-vs-bayesian-int... (+ Cauchy example below)
It’s like with test accuracy. Test accuracy is the pre-test probability that the test will give a correct result. But once you have a positive or negative result, which way it turned out plays a part in computing the predictive value. Likewise, once you have computed the interval, the specific bounds you ended up getting can affect the plausibility that they contain the true value.