The expectation value of the electric field of a state with defined photon number is zero, so any electromagnetic wave (with non-zero expectation value) must be in a superposition state of definite photon number states. Still, people talk all the time about the number of photons, like the number of photons in the Universe.
I guess this is some type of classical approximation, but aren't photon always quantum? Do we have to take the (semi)-classical limit in some particular way?
Now that I think of it, maybe the paradox can be explained accepting that the universe is not at a photon-number eigenstate, but what we are calculating is the expected value of number of photons.
