I mean, Schwarzschild radius shows that for a medium of constant density (and on a large scale, Universe is fairly uniform) there is an upper limit of a radius of a ball comprised of said medium above which it will form an event horizon.

en.wikipedia.org/wiki/Schwarzschild_radius#Calcul…

Which means that an infinite universe of non-zero density is either a bloody paradox (spend a minute deciding where exactly event horizons should form), or our understanding of gravity and spacetime breaks on ginormous scales just as it does on micro ones.