I can't say I understand this statement, but I'll venture this friendly amendment: explanations come from rules, or at least a method of description that allows us to say why result A obtained and not result B. (Or maybe an explanation that the process was random, and therefore that this part of the process cannot be explained.) So I think the problem--if there really is one--is with the word "arose" in your sentence, not "infinite." I can see no problem with invoking the infinite in a useful explanation (note that theists do this all the time!), but I can see a problem with having no account of why our universe "arose" and not some other one.
Of course, I think that just about every physicist would be happy to admit this! (Those that don't think they have an answer, that is--possibly involving the anthropic principle.) After all, answering questions is their job, so acknowledging an unknown is just the beginning of a research agenda, not an admission of defeat.