The finite Ramsey theorem states that given a $k$ and an $r$, there exists an $N$ such that every $r$ coloring of the edges of $K_N$ contains a monochromatic clique of size $k$.
The infinite version says that every coloring $c:\binom{\mathbb{N}}{2}\mapsto [r]$ of the set of all pairs of integers contains an infinite monochromatic set $\{x_1,x_2\cdots\}$ such that every pair $\{x_i,x_j\}$ is of the same color.
My question is, why is the infinite version any different from the finite version? We were told that they are actually different and were given separate proofs which I understood. But doesn't the finite version simply imply the infinite version, because we can find arbitrarily large monochromatic cliques for sufficiently large $N$'s? Why is arbitrarily large not the same as infinite?
So if we are given a coloring of the set of pairs of all integers, then given any $k$, we can always find a monochromatic set of size $k+1$. Isn't that sufficient to prove the existence of an infinite clique (in a way similar to Euclid's proof of infinitude of primes )