Since a fellow puzzler asked me in the comments to post a proof by induction (not as elegant as the top answer), here it is...
We denote by $X(A_1, A_2, \cdots , A_n)$ the exclusive disjunction of the sets $A_1, A_2, \cdots , A_n$ and start by proving the following Lemma:
LEMMA: If there is an odd number of unit segments on a line, then the set consisting of points covered by an odd number of segments has measure of at least 1.
Solution: We denote the segments by $S_1, S_2, \cdots S_n$ and prove that $\mu(X(S_1, S_2, \cdots , S_n))\geq 1$ for each odd $n$ by induction. The statement is trivial for $n=1$ segment. We assume it is true for some $n=2k-1$ and prove that it is true for $n=2k+1$ as well. Consider the two rightmost segments $S_{2k}, S_{2k+1}$ and their exclusive disjunction $X(S_{2k},S_{2k+1})$ which consists of two segments of equal length. The right one of these two segments is disjoint from the exclusive disjunction of the $2k-1$ leftmost segments $X(S_1, \cdots , S_{2k-1})$, so for the total exclusive disjunction we have:
\begin{align}\mu(X(S_1, \cdots , S_{2k-1}, S_{2k}, S_{2k+1})) &= \mu(X(X(S_1, \cdots , S_{2k-1}) + X(S_{2k}, S_{2k+1}))), \\
&\geq \mu(X(S_1, \cdots , S_{2k-1}))\geq 1\end{align}
We denote the squares by $A_1, \cdots A_{2015}$ and draw $x$- and $y$-axises that are parallel to their sides. Then, we project them onto the $x$-axis, forming $2015$ unit segments $S_1, \cdots S_{2015}$ on it. By the Lemma we proved above, we have that $\mu(X(S_1,\cdots , S_{2015}))\geq 1$. Note that for each point $x\in X(S_1, \cdots , S_{2015})$, the set $A \subset X(A_1, \cdots A_{2015})$ that projects onto $x$ is the exclusive disjunction of an odd number of unit segments and therefore, again by the Lemma, it has measure of at least $1$. Since every point $y \in X(A_1, \cdots , A_{2015})$ projects onto the set $X(S_1, \cdots , S_{2015})$, the statement follows.