I was inspired by this question:
Does it exist an infinite set whose elements are all infinite sets?
This question received many excellent answers but made me wonder about the following in the context of set theory (say ZFC):
We say that a set has the property $P$ if it is infinite and each of its element also has the property $P$.
So, in order to satisfy $P$, a set $A$ has to be infinite, and its elements also have to be infinite. And the elements of the elements of $A$ too. And the elements of the elements of the elements...
Is there a set satisfying $P$?
I couldn't construct an example by hand, nor prove such a set couldn't exist. I am not even completely sure the property $P$ is well-defined...
I am not sure whether this answers your question.
If the axiom of foundation is accepted then no set exists such that it is infinite and that all elements of its transitive closure are infinite.
This because by induction on $\overline{\in}$ it can be proved that:$$\forall x[x=\varnothing\vee\varnothing\overline{\in}x]\tag1$$
Here $\overline{\in}$ stands for the transitive closure of relation $\in$ and $\varnothing\overline{\in}x$ can be read as $\varnothing\in\mathsf{Tc}(x)$ where $\mathsf{Tc}(x)$ stands for the transitive closure of $x$.
So in $(1)$ it is stated that a set that is not empty has a transitive closure that contains the empty set (which is not infinite).