Pi is not proven to be normal, but is suspected.
It might turn out that Pi is not normal say in base 2, but all possible finite sequences of 0s and 1s occur in it, just with some of them being slightly more frequent than others of the same length.
Granted, the index might be larger to represent than the actual sequence you're indexing, but...
Not only that, but Pi is normal (all digits distributed evenly), and your sequence clearly is not.
I understand what you are saying - indeed there are infinite finite sequences - but it just does not apply here.
As another commenter pointed out, pi is not proven to be normal, but is suspected to be.
Sure, but this doesn't answer the question: Do we know that every possible finite sequence is present? You can have the former without the latter being true. For example, a sequence of the form "1011011101111011111..."[0], while infinite, never contains the finite sequence "1234".