
MIT multiverse theorist Max Tegmark tells us why he thinks so:
Physics is all about predicting the future from the past, but inflation seems to sabotage this. When we try to predict the probability that something particular will happen, inflation always gives the same useless answer: infinity divided by infinity. The problem is that whatever experiment you make, inflation predicts there will be infinitely many copies of you, far away in our infinite space, obtaining each physically possible outcome; and despite years of teeth-grinding in the cosmology community, no consensus has emerged on how to extract sensible answers from these infinities. So, strictly speaking, we physicists can no longer predict anything at all!
However did Newton and Einstein manage? Oh wait, possibly by developing theories that the evidence supported, instead of theories like the multiverse, to which evidence is irrelevant—and then declaring war on falsifiability, as some of Tegmark’s colleagues have done.
In the past, many venerable mathematicians were skeptical of infinity and the continuum. The legendary Carl Friedrich Gauss denied that anything infinite really exists, saying “Infinity is merely a way of speaking” and “I protest against the use of infinite magnitude as something completed, which is never permissible in mathematics.” In the past century, however, infinity has become mathematically mainstream, and most physicists and mathematicians have become so enamored with infinity that they rarely question it. Why? Basically, because infinity is an extremely convenient approximation for which we haven’t discovered convenient alternatives. More.

Rob Sheldon responds,
A classic case of shooting the messenger.
Infinity was supposedly a modern invention, but we have a palimpset with Archimedes proof using the concept of infinity.
When the palimpset was discovered, it shook up the history-of-science community because contrary to “evolutionary” expectations, it showed that ancient Greeks were quite comfortable with the idea of infinity. So infinity is neither new nor an aberration nor dispensable, and least of all, pernicious.
So why the jihad against infinity? The problem mentioned in this blog, is the metaphysics of cosmology, both inflation and multiverses. These are rightly bad in their own terms, there is no need to drag mathematics down into the mud with them. A much better title for the blog would be “Materialism is a beautiful concept – and its ruining physics.”
The multiverse, (where everything turns out to be true, except philosophy and religion) is not, strictly speaking, a “war on science” (pretty tired rhetoric, eh?) in the sense of Boko Haram – which is deadly serious about the war. No, it means switching science from discovering and assessing evidence about the world we live in to cherrypicking evidence for naturalism, irrespective of the pattern of the evidence. That is why crackpot cosmology gets funded, and ideas that should long ago have been discarded (like string theory) stay alive. The road to reality is the road not taken.
Admittedly, the difference may be hard to spot.
Note: Infinity, as a math concept, is discussed here at Plus Maths.
See also: Lost manuscripts, recovered after exhaustive efforts, establish Archimedes as the founder of combinatorics
and
Consciousness as a fourth state of matter (Tegmark)