I understand that we need to rationalize when we have infinity minus infinity like here
$\lim_{x\to \infty}\left(\sqrt{x^2 + 1} - \sqrt{x^2 + 2}\right)$
My question is why can I not just split the limits like this
$\lim_{x\to \infty}\left(\sqrt{x^2 + 1}\right) - \lim_{x\to \infty}\left(\sqrt{x^2 + 2}\right)$
and then
$\lim_{x\to \infty}\sqrt{x^2} * \lim_{x\to \infty}\sqrt{1 + \frac 1x} - \lim_{x\to \infty}\sqrt{x^2} * \lim_{x\to \infty}\sqrt{1 + \frac 2x}$
which gives
$\lim_{x\to \infty}\sqrt{x^2} - \lim_{x\to \infty}\sqrt{x^2} = 0$
because $\frac 1x$ and $\frac 2x$ tend to $0$
Where am I wrong?
Infinity is not a number.
So there there is no general meaning to any "infinity arithmetic" expression.
Sometimes, though, there is a limit theorem which can be interpreted as an infinity arithmetic expression.
Here's one example of such a theorem:
Because of this theorem, one might argue that it is fair to "split the limits", as you say, resulting in the "infinity arithmetic" expression. $$\infty + \infty = \infty $$ Fine so far.
But just because one can write an "infinity arithmetic" expression does not mean there is a theorem supporting that expression.
So, for example, there is NO theorem like this:
It doesn't matter what you substitute for BLAH, the resulting statement will be false. Whether you substitute BLAH $=0$, or BLAH $= 1$, or BLAH $=42$ or BLAH $=$anything else, the resulting statement will be false.
To prove this, let me give you two counterexamples:
So, if you tried to convince me that the "False Theorem" was true using the substitution BLAH $=0$, I would show you Counterexample 2. And if you tried to convince me that the "False Theorem" was true using any substitution not equal to $0$, such as BLAH $=1$ or BLAH $=42$ or BLAH $=\infty$ or BLAH $=$anything else not equal to zero, then I would show you Counterexample 1.
In Calculus 1 we teach that the expression "$\infty-\infty$" is an indeterminate form. What this really means is what I've said above: there is no limit theorem which justifies any evaluation of $\infty-\infty$. When you encounter what looks like an $\infty-\infty$ expression, your best mathematical strategy is to DO SOMETHING ELSE, i.e. to re-evaluate the expression, rewrite it, alter it in some fashion (obeying the laws of algebra), so that it no longer has the $\infty-\infty$ form.
So for the opening example in your post, the mathematical strategy, as you say, is to rationalize the radicals. And you have probably learned other $\infty-\infty$ examples with different mathematical strategies.