I find this confusing: "If one could measure directly that neutrino's mass, it would be found to have mass \(m_i\) with probability \(|U_{\alpha i}|^2\)."
Consider a beta decay. We can measure the energies and momenta of the neutron, the proton, and the electron. From that we can calculate the energy (mass) of the neutrino. Do we always get one of the \(m_i\)? But we already know the flavor, so we can't! Notice that we are not performing a measurement on the neutrino itself, so there is no "wave function collapse."
I'm trying to think of mass/energy as analogous to spin/angular momentum. Is the mass of the neutrino entangled with the masses of other particles in beta decay?