So what about an "infinite set"? Well, to begin with

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So what about an "infinite set"? Well, to begin with you should say precisely what the term means.
Okay if you don't, at least someone should. Putting an adjective in front of a noun does not in itself make a mathematical concept.
Cantor declared that an "infinite set" is a set which is not finite. Surely that is unsatisfactory, as Cantor no doubt suspected himself. It's like declaring that an "all-seeing Leprechaun" is a Leprechaun which can see everything. Or an unstoppable mouse is a mouse which cannot be stopped. These grammatical constructions do not create concepts, except perhaps in literary or poetic sense. It is not clear that there are any sets that are not finite, just as it's not clear that there are any Leprechauns which can see everything, or that there are mice which cannot be stopped.
Certainly in science there is no reason to suppose that "infinite sets" exist. Are there and infinite number of quarks or electrons in the universe? If physicists had to hazard a guess, I am confident that the majority would say: No. But even if there were an infinite number of electrons it's unreasonable to suppose that you can get an infinite number of them all together as a single data object