I suppose one of the problems with discussing the issue is coming to some agreement with your students about what a point, a line, and length are, that is, the axioms or definitions of the terms. As Abraham Lincoln wrote, "One would start with great confidence that he could convince any sane child that the simpler propositions of Euclid are true; but, nevertheless, he would fail, utterly, with one who should deny the definitions and axioms."
For instance, one might consider that Aristotle proves the opposite of the OP's proposition in a way that should appeal to students who ask, "How [can] a bunch of zero length points make a line of length 1?":
A line cannot be made of points, if the line is continuous and the point indivisible. (Aristotle, Physics 231a)
Or that in Hilbert's Foundations of Geometry, points and (infinite straight) lines are distinct systems of "things," and lines are not made of anything. However there are "mutual relations" between them, such as given a line and a point, the point is either "on" the line or not. And with the aid of other axioms, there are infinitely many points on a line. A "line segment" consists of two points lying on a line, and Hilbert defines the "points within the segment"; however, the segment does not consist of the points within the segment. (OTOH, a circle is defined to be a set of points, via a definition in common use today.) One could prove, I suppose, that a line is completely determined by the points on it (since any two distinct points completely determine the line); and there is nothing else "on" the line by defintion, or the lack of definition: The only things defined to be "on" a line are points. They are not "on" in the same sense that there are birds sitting "on" the telephone line outside.
In coordinate plane geometry, one may posit the existence of a plane, but one could also simply begin with the set of ordered pairs of real numbers. One can then define a line to be a set of all ordered pairs satisfying a certain algebraic relation on it coordinates. Then a line is by definition made up of points. There is no prior definition of a line from which we have to start to prove there is nothing "on" or "in" a line that makes up its composition.
An entirely different approach: Start with a line segment of length 1. Any two distinct points on it have a length between them greater than zero. (1) You cannot form a line by adding points one at a time, without adding length at each step. What about adding infinitely many points at a time? "I can't imagine how that would work — can you? Do you mean adding a bit of a line segment?" (2) Paradox: The length between two points is the same whether we include the points or not, right? So let's throw out the end points. Now pick a point within the segment and throw it out. It divides the segment into two pieces whose lengths add to 1. Now repeat. At each step, we have thrown out some points of the segment but still have a total length of 1. Continue ad infinitum until you've thrown out all the points. Now you have no points left, but you still have a total length of 1. [An appropriate conclusion might be: Infinity is hard to think about. To an insistent student, I might ask, "Do you think you could really exhaust all the points? If not, then there's no paradox. But you'll need to study more analysis to understand what can and cannot be done when you carry out a process ad infinitum." It's still a matter of definitions and axioms.]
I am dodging the problem that students might be thinking that points and lines exist prior to mathematics, and it is the job of mathematics to investigate them and bring into clear definition what they really are and how they relate to each other. This tries to make mathematics related to geometry in the same way natural science is related to nature, as if geometry actually existed and was not merely a way of thinking about space that we construct. Well, I don't accept these hypotheses, which I attributed to the students. Referring back to Lincoln, we would fail to convince each other if we cannot agree to common starting points.