The real prime, typically marked as $\eta$, is an object on its own. It is not a sort of abstraction or something arriving from limiting process. A completion of $\mathbb{Q}$ with respect to $\eta$ is $\mathbb{R}$. So it is the notation $\mathbb{Q}_{\infty}$ that is creating a confusion over what would be the purpose of such conundrum.
Basically $\mathbb{Q}_{\infty} = \mathbb{Q}_{\eta}$, if we want to be precise, should mean precisely "a closure over $\mathbb{Q}$ with respect to $\eta$". This object $\eta$ is somewhat mysterious, that is true, and we find its properties by defining it as something that closes $\mathbb{Q}$ so that we get $\mathbb{R}$. This fact does not make it in any way less concrete than, say, imaginary unit $i$.
How relevant is this real prime? Quite relevant. For example we can write for so called completed Riemann Zeta function:
$$\zeta_{\mathbb{A}}(s)=\prod_{p \geq \eta} \zeta_p(s), \quad \Re(s)>1$$
$$\zeta_p(s) = \left(1-p^{-s}\right)^{-1}$$
$$\zeta_\eta(s)=\pi^{-s / 2} \Gamma(s / 2) \big( = -\pi \Gamma\left(\frac{s}{2}+1\right) \big )$$
This is a definition, even though each factor is derived from the Mellin transform in the corresponding field, but it gives a clear picture over what Riemann Zeta function really is. Without this background it is difficult to understand the origin of the factor $\pi^{-s / 2} \Gamma(s / 2)$ in the classical case. Basically in classical derivation of the the extension for Riemann Zeta function we implied the reduction of the completed product over the prime $\eta$ even though we never specified it. That is to say the factor $p=\eta$ is removed from the product implicitly, but it appears later on.
So our classical Riemann zeta is only
$$\zeta(s) = \prod_{p \neq \eta} \zeta_p(s)$$
However, the functional equation is valid only for the full product $\zeta_{\mathbb{A}}(s)$ not just for this last product that does not include $\eta$. This is why we are talking about completed Zeta function.
I hope this convince you that real prime is not just a passing index. It is an object on its own, and it poses many questions that are not easy to answer. For example what $\mathbb{Z}_{\eta}$ is. What would be the completion of $\mathbb{Z}$ over this real prime? And so on.
(Interestingly, the real prime is the smallest of all primes. That much about assumed infinity.)
And just to complete the answer. This is the connection between the real prime and its Zeta factor. $\mathcal{M}_x(s)$ is Mellin transform.
$$\mathcal{M}_x\left[e^{-\pi x^2}\right](s)=\frac{1}{2} \pi^{-s / 2} \Gamma\left(\frac{s}{2}\right)$$
and $e^{-\pi x^2}$ is basically the version of standard normal distribution, which on its own is saying tons over what we are actually doing by deriving various forms of Riemann Zeta using this transform.