The best/worst part is that there are useful branches of mathematics which assume the Axiom of Choice is true AND there are useful branches of mathematics which assume the Axiom of Choice is false. That's one reason I take the view that mathematics does not exist: if math did exist, there would only be one set of axioms consistent with nature.
>> Universe could be itself infinite but locally everything is finite.
> You don't know that.
I think they were saying that it could be that the Universe is infinite with everything still being locally finite. I do not think they were asserting that everything is locally finite, I think it was included in the "it could be" part.
But certainly you're right that we don't know that.