This is a by product of this recent question, where the concept of ultrafinitism came up. I was under the impression that finitism was just "some ancient philosophical movement" in mathematics, only followed by one or two nowadays, so It sounded like a joke to me.
But then I got curious and, after reading a bit, It seems to me that the only arguments against infinite mathematics that finitists seem to have are that "there are numbers so big that we couldn't computate in a lifetime" or the naive set theory paradoxes. The former doesn't seem like a serious argument, and the latter is not a problem now that mathematics relies on consistent axioms.
Are there some (maybe arguably) good mathematical reason to deny the existence of $\infty$ or is it just a philosophical attitude? The concept of unboundedness seems pretty natural to me, so what could be a reason to avoid it? Does this attitude even make any sense?
In short, why today-finitists have a problem with $\infty$?
Edit: First of all, thank you so much for your answers (and comments), they have been enormously illuminating. :)
I didn't know that "finitism vs. infinitism" was such a polemic topic. Now I myself agree this question might look as primarily opinion-based. However, It was not my intention to open a debate about "which posture is better"; I was just meaning to ask about what specific mathematical reason (argued and not-primarily opinion based) do finitists have to reject the "infinitists" use of infinity.
Based on the two excellent answers I've already had (thank you again :) It is my understanding that their main problem with the use of $\infty$ is that it leads to mathematical results (like the Banach-Tarski paradox) which they don't recognize as true when looked through the glasses of our real-world experience.
Final edit: After reading every answer and comment (specially Asaf Karagila's) I've came to the conclussion that there are not strictly mathematical reason to avoid the use of infinite. That my specified question on the last edit has no answer, and that the motivation to stick to finitists or infinitists view of mathematics relies on how much one expects mathematics to describe each one's "real world". As Wildcard's answer is the one that clarifies that matter best to me, I am accepting it. Thank you all again for your answers and comments!
To add to Reese's excellent answer, I will say first that I don't consider myself a finitist, but I can understand why finitists postulate as they do—even the ultrafinitists.
First, to quote the Wikipedia article already cited in a comment (emphasis added):
Now my own explanation of ultrafinitism has less to do with belief than practicality. But first, a discussion of ideas themselves.
Numbers, ultimately, are ideas, as are every other element in mathematics.
You say (emphasis added):
This is inherently a subjective position, and a perfectly valid one: "I can think of this idea, so how can someone say this idea doesn't exist?"
Of course it would be ludicrous to claim that the idea of infinity doesn't exist. You just thought of it (thought about it), didn't you?
I'll be an ultrafinitist for a moment and explain the position.
It's not that infinity doesn't exist as an idea, it's that you cannot point to an infinity anywhere in the real universe. Anything you point to is necessarily finite, or you couldn't point it out or demonstrate it.
Mathematics is all (all) based on working with symbolization of real or abstract data. You're dealing with ideas, fundamentally, and ways of representing those ideas to resolve, communicate about, or pose problems—again, either real or abstract.
Please don't be so attached to a single system for ideas and their symbolization that you fail to recognize that other ideas may exist outside of that scope.
You criticize ultrafinitists for failing to include the concept of an infinity in their abstractions and symbolizations. Very well, why is it that your own mathematics fail to include the concept of "certainty"? Or "knowledge"? Or "co-existence" (the same number having two different values at the same time)? Or how about "time" itself, since that is not included in mathematics?
If you can work with your mathematics and get results that work, or even just that you find interesting, fine. If I can work with my mathematics and get different results than you, but they work for me (produce a desired result when applied to the real world), great.
But this is all more general, covering the broad sweep of differences of mathematical ideas.
To answer your precise question, and provide the "arguably good" mathematical reason to omit consideration (not "deny the existence") of the infinite in a mathematical framework, it is:
If you omit everything that cannot be directly observed, and abstract only that which can be observed, your results will apply uniformly to the observable universe.
This conclusion itself can only be demonstrated by observation of the observable universe—it cannot be theoretically evolved. It itself is separate from the approach of theoretically evolving a set of ideas, so it cannot be measured by the yardstick of theoretical postulation of ideas.
Chew on that for a bit. :)
Even if I'm speaking as an ultrafinitist, I would still say there is one factual infinity:
The possible different ideas that can be conceived of and posed by the human mind is infinite.
But that doesn't make the idea of an infinity inherently superior to the idea of no infinity. ;)