Trivially false. Let P be the set of maths problems and I be the interesting subset of P. If I is finite, then there exists an element x belonging to P\I whose description is minimal among P\I. Then x is interesting. QED.
Why is x interesting? Just because it has a minimal description in P\I? That makes it interesting in strictly technical sense only.
An interesting problem must have a description that fits in a brain, at least for now. Your description-length argument assumes arbitrarily large storage.