A book that I used to learn basic Classical Mechanics, called "No-Nonsense Classical Mechanics" by Jakob Schwichtenberg, defines the probability density in Koopman-Von Neumann Mechanics as $$\rho(x,p,t)=|\Psi(x,p,t)|^2=|c(x,p,t)|^2$$ where $$\Psi(x,p,t)=\int c(x,p,t)e_{x,p} \, dx \, dp$$ where $e_{x,p}$ are the basis vectors for the Hilbert Space.
But, Schwichtenberg says that the above integral vanishes leaving only the constants $c(x,p,t)$, due to the orthonormality of the basis vectors, but does not delve any further. The problem is that I can't seem to find out how it vanishes or why. I have been looking on Quantum Mechanics webpages only to find nothing explaining why this integral should vanish. Furthermore, must this be true in order for $|c(x,p,t)|^2$ to denote the probability of finding the system in the state given by $c(x,p,t)$? If anyone could clarify on this or just help to explain the topic of probability density and its relationship with Wavefunctions and their coefficients in Quantum Mechanics and KvN, that would be incredibly helpful.