Losing all your money is not infinitely bad. Losing £101 would be worse. And even if that weren't true, I don't think you're using "infinitely" in any standard sense of the term. About the only result I could see *arguably* being "infinitely" bad would be losing your life, but even then for most people there are things they value more than their life, and the situations we're currently discussing don't involve loss of life anyway.
It's all a matter of definition. You can define your values to be anything you like - the maths behind game theory doesn't care. For example, you could define the value of money logarithmically, then the difference between 100 and 0 is infinite.