However, provably fair seems deceiving to me in this way because, yes, it is proved to be fair, but you have less likelihood of winning than the actual whole number shown represent.
That is nothing to do with provably fair, it is just the way the site has chosen to display the data. Dice games on many casinos display the entire number. For example, one site shows it's max payout as roll over 99.989 or roll under 0.010. Freebitco.in just rounds the numbers up for display, maybe you could say it is a little misleading but I cut them some slack on the grounds that 1) It is free to play 2) The information is there if you read it, they never lied and said it was 10,000:1 you (and many others) just assumed it.
I take it that all numbers would have 1 in 10.001 chances of appearing, apart from number 10.000 which would have 0,5 in 10.001 chances, and, I guess, number 0 which would have 1,5 in 10.001.
Wow, that confused me for a moment getting used to the European "," and "." swap. I guess it works the other way for you as well.
First part is correct as all numbers from 1 to 9,999 round up and down. I'm not sure where you are getting 1.5:10,000 for zero. It is the same chance as 10,000 as it has to round down from less than 0.5 so it's 20,000:1.