It's not just that the particles have to be zero size. There also have to be infinitely many. Otherwise, you could just count before and after and apply conservation of mass. (This also applies in mathematics: any finite set has its size preserved by euclidean motions, unless you put points on top of each other.) Needless to say, gathering an infinite number of electrons or protons will cause black hole-themed "reality breakdown" problems long before you get there.