Graphs of certain functions (Ie. 1/x) have infinite asymptotes.
If infinity didn't exist, then why did people create the concept?
EDIT: Just remembered another infinite concept: Human stupidity.
....your funny, but on to your question.....they create the concept to provide an answer to <things>(I cant find a better word srry) that are defined as infinite, before the concept, the <things> would be incomprehensable. But now with the concept of infinity, you can use the scientific method to work with these infinite <things>