That's the usual response to someone asking a question like "what's zero times infinity?", and... I think it's a bit lacking? It just says that the question is Wrong, but doesn't offer any insight as to why or what a better question might be,
My impression is that those sorts of questions are asked with the belief that somewhere out there in the mathematical universe is this one particular thing bearing the name "infinity", and just saying that this thing is a "concept" instead of a "number" doesn't actually address that belief.
So with that in mind, I'd like to go on a bit of a tour of infinity.