There is another reason why God made us finite.
Being limited forces us to call upon resources deep inside us that we never knew we had: our soul. The values held by our soul are used to make decisions in life and those decisions create our world. If we want to know what our soul is like, we only have to look at the world around us to see what we have created. Our world reflects back to us, in a physical form, the reality of our non-physical soul. This applies to our world, our nations, our communities, and our families. The values held by each of these entities are reflected in its character and actions. And if we do not like what we see, should this not give us the motivation and opportunity to change our soul?
God wants us to decide how we will live our lives, to decide what type of person we want to be. Life is like a final exam in school. It is a test to see the type of person we really are, not what we would like to be.
God has given us the freedom to do whatever we want to do, to be whoever we want to be. He is not forcing us to live a certain way. What God has done is to construct our world so we experience the consequences of our actions. This is the best way to teach free agents the lessons they need to learn.