I am trying to explain why $\mathbb{Q}_p^{\text{alg cl}}$ is an infinite field extension of $\mathbb{Q}_p$ (unlike $\mathbb{C}/\mathbb{R}$ which has deg 2).
Does the following argument work out...
If $p=2,$ then for all $n \in \mathbb{N}$ the polynomial $X^{2n}-2$ has no roots (mod $4$) and so has none in $\mathbb{Q}_2.$
Moreover, $X^{2n}-2$ is Eisenstein at $2$ and so it is irreducible over $\mathbb{Q}_2.$
Hence $\mathbb{Q}_2^{\text{alg cl}}$ is an infinite field extension of $\mathbb{Q}_2.$
As for $p\neq 2,$ we choose a quadratic non-residue (mod $p$) and proceed as above. Q.E.D.
Many thanks!
Your proof for $p=2$ certainly works, though the key is Eisenstein. You don't need to show that $X^{2n}-2$ has no roots (that wouldn't be enough anyway to prove what you want).
In general for arbitrary $p$, note that $X^n-p$ is Eisenstein in $\mathbb{Q}_p$, and so its irreducible. By varying $n$ you find that $\mathbb{Q}_p$ has algebraic field extensions of arbitrarily high degree.