Because it’s a very useful concept that allows us to formalize ideas about finite numbers that we’d really like to formalize.
It’s not that we *can’t* formalize things without introducing new symbols like infinity, but why would we? The whole point of math is to come up with symbols that abstract away the stuff you already did, so you can do it once and then never have to do it again. We have a symbol for the derivative because we don’t want to write lim(h->0) f(x+h) – f(x) / h every time, and similarly, we have a symbol for infinity (which usually represents a limiting process in one form or another – there are many different “infinities” in math) because we don’t want to write all that out either.
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