Edit: Thanks to everyone who responded! Let me clarify one thing. Yes, if we can create a meaningful notion of mass (say, if there exists a translation invariant Borel measure that is finite and positive on $E$), we can define the center of mass in the usual way and the only question will be if the definition is unambiguous. However, if I give you a symmetric set, you'll not hesitate to say that the center of symmetry is also the center of mass. Also, if I give you an infinite set and add one point to it, you'll probably (but not necessarily) agree that the center of mass won't feel this addition, the reason being that the set was infinitely times more massive than the point we added not as mush because we can measure the actual mass in some way but merely because infinitely many disjoint shifts of the point fit inside the set. In other words, quite often we can determine the relative size without being able to assign any meaning to the absolute size. This is one of the loopholes in the integration theory I'd like to exploit and see how far one can get with it. In a sense, that is a straight extension of the original Eudoxus line of thinking, which is why "ancient Greeks" entered the title of the question.