We can’t conceive of bounded space without something beyond the boundary but at least we can deal with the space that we are aware of if we assume it is finite.
Let’s give a practical problem. We have probability: some things are rare and some things are more common. Now let’s say we throw infinity into the law of large numbers. That now means that everything that is theoretically possible should always be actualized. Is this the case? Obviously not. Probability doesn’t really work in an infinite universe.
How so? In a multi-verse, you wouldn't be able to know what conditions were like in the other universes.