My reasoning is:
- H1. A language $L$ such that $|L|=\infty$,
- H2. $\forall w \in L : |w| \neq \infty$.
- H3. A language such that every word has size at most $k$ will have less or equal than $(|\Sigma|+1)^k$ words. (The number of permutations with repetition of all symbols of the alphabet plus lambda, an upper bound, not a tight one).
Then, by H2, $\exists k$ finite such that $k = \max(\{|w|:w\in L\})$, and by H3, $|L| \le (|\Sigma|+1)^k$, therefore since the last expression was finite, $|L|$ is finite, which is in contradiction with H1.
In sum, why my reasoning is not correct and the infinity of the size of a language does not imply the infinity of the size of its words?
Edit:
Same problem with natural numbers, if $\infty \notin \mathbb{N}$ by definition, either $\mathbb{N}$ is finite or the definition is contradictory. Or so it seems.
Conclusion:
Seems that the problem is much more complex that what I first thought and it goes deep into the foundation of mathematics. One should just assume that the statement is true by convention.
The following source for instance disregards the whole idea of infinity altogether: https://en.wikipedia.org/wiki/Finitism
And here is a general description of set theories (yes, more than one): https://en.wikipedia.org/wiki/Set_theory#Axiomatic_set_theory
Finally I'd like to link an interesting discussion about this also found on Wikipedia: https://en.wikipedia.org/wiki/Actual_infinity
The simplest language of infinite (denumerable) size is $L=\{a^k\mid k\in\Bbb N_0\}= \{a^0=\epsilon,a,a^2,a^3,\ldots\}$ where the words are enumerated by the natural numbers.