Let us consider arbitrary, integrable, real function $f$.
The point was my trial to slve the following integral
$$\int_{\mathbb{R}}\int_{\mathbb{R}}f(z,w)dzdw.$$ I expressed is as the sum
$$\int_{\mathbb{R}}\int_{\mathbb{R}}f(z,w)dzdw=\iint\limits_{-\infty<z=w<\infty} f(z,w) dz dw+\iint\limits_{-\infty<z\neq w<\infty} f(z,w) dz dw.$$
To solve the first integral in the previous equation, I employ
$$\iint\limits_{-\infty<z=w<\infty} f(z,w) dz dw= \int_{R} f(z,z) dz.$$
Is this correct?
The straight line has a Lebesgue measure zero. Then the Lebesgue integral over it is zero. The same with Riemann integral - Riemann integrable functions are Lebesgue integrable and both integrals are equal.