(someone already answered this) Because the theory the Universe is finite does not fit with the scientific evidence and mathematical calculations. (i.e. why they had to make up Dark Matter). Therefore, they came up with the multiverse theory to explain the inconsistencies.
The concept of infinity is a purely mathematical construct, of which there is no evidence that it is anything but an effective mathematical tool.
As are the roots of negative numbers, yet they are used in science.
Yes, imaginary numbers are useful, to solve problems, but do we leave the answer in imaginary land?