It turns out this question has been asked before on the web and Giaolino
has given an yahoo answer 4 years ago. The probability he get is also $\frac25$.
Following is my reformatting of his answer for easy reference. All reformatting errors will be mine.
I have make this answer an community wiki. If anyone notice any mistake in this reformatting, please feel free to fix it.
Let $E$ is be set of triples $A,B,C$ such that the circumcircle lies in the unit disc $D = D(O,1)$.
We want to show that $\int_E dA dB dC = \frac25 \pi^3$.
Let $R$ the radius of the circumcircle of $ABC$ and $G$ its center.
We fix $A$ and we change variables. We suppose that $B,C$ have polar coordinates $(r_b, t_b)$, $(r_c, t_c)$ with $A$ at the origin.
So $r_b = |AB|$ and $r_c = |AC|$, $t_b = \angle(Ax, AB)$, $t_c = \angle(Ax,AC)$.
We are going to change variables and use $G$, $s_b = \angle(Gx,GB)$, $s_c = \angle(Gx,GC)$ as the new variables, $G$ having polar coordinates $(r_g,t_g)$ still with $A$ at the origin.
Let's compute the Jacobian going from $(r_b,t_b,r_c,t_c)$ to $(R,t_g,s_b,s_c)$.
We have the following formulas, in which we don't need to worry about signs since we'll only use the absolute value of the determinant. They follow from the half-angle property in the circle.
$$\begin{align}
r_b
&= 2 R \sin\left(\frac{t_g + \pi - s_b}{2}\right)
= 2 R \cos\left(\frac{t_g - s_b}{2}\right)\\
r_c
&= 2 R \cos\left(\frac{t_g - s_c}{2}\right)\\
t_b
&= \frac{t_g + \pi + s_b}{2} + \frac{\pi}{2}
= \frac{t_g + s_b}{2} + \pi\\
t_c
&= \frac{t_g + s_c}{2} + \pi.\\
\end{align}$$
The partial derivatives are
$$\begin{bmatrix}
2 \cos\left(\frac{t_g - s_b}{2}\right) &
-R \sin\left(\frac{t_g - s_b}{2}\right) &
R \sin\left(\frac{t_g - s_b}{2}\right) &
0
\\
2 \cos\left(\frac{t_g - s_c}{2}\right) &
-R \sin\left(\frac{t_g - s_c}{2}\right) &
0 &
R \sin\left(\frac{t_g - s_c}{2}\right)
\\
0 & \frac12 & \frac12 & 0\\
0 & \frac12 & 0 & \frac12\\
\end{bmatrix}$$
The Jacobian is $R \sin\left(\frac{s_b - s_c}{2}\right) = \frac12 |BC|$.
So $$\begin{align}
dB dC
&= |AB| |AC| dr_b\,dt_b\,dr_c\,dt_c
= \frac12 R |AB| |AC| |BC| dR\,dt_g\,ds_b\,ds_c\\
&= \frac12 |AB| |AC| |BC| dG\,ds_b\,ds_c
\end{align}
$$
where in the final line we switch back to cartesian coordinates for $G$.
We now exchange the order of integration, fix G and take A in polar coordinates with G as the origin.
Then $\frac12 |AB| |AC| |BC| dA,dG,ds_b,ds_c$
becomes $\frac12 |AB| |AC| |BC| dR\,dG\,ds_a\,ds_b\,ds_c$.
We turn to polar coordinates in $G$. Set $r = |OG|$ and $g = \angle(Ox, OG)$
We simplify $s_a,s_b,s_c$ in $a,b,c$ and we are reduced to
$$\frac12 \left(8 R^3 \left|
\sin\left(\frac{a-b}{2}\right)
\sin\left(\frac{b-c}{2}\right)
\sin\left(\frac{c-a}{2}\right)
\right| \right) r\,dR\,dr\,dg\,da\,db\,dc$$
with the conditions $r>0$, $R>0$ and $r+R < 1$, and $a,b,c,g \in [0,2\pi]$.
$(R,r)$ and $(a,b,c,g)$ can be separated.
The integral in $(R,r)$ gives $1/120$.
We set $u = a - b$, and $v = b - c$. The angular integral can be written as
$$\left|\sin\left(\frac{u}{2}\right) \sin\left(\frac{v}{2}\right) \sin\left(\frac{u+v}{2}\right)\right| dg\,da\,du\,dv$$
The variables $a$ and $g$ can be pulled out giving a factor $4 \pi^2$.
So far we have $\frac{8}{240}(4 \pi^2) = \frac{2}{15}\pi^2$.
So we are left with showing that
$$\int_0^{2\pi}\int_0^{2\pi}
\left|\sin\left(\frac{u}{2}\right) \sin\left(\frac{v}{2}\right) \sin\left(\frac{u+v}{2}\right)\right| du dv = 3 \pi$$
which is straightforward.