Here's why:
* Light travels in waves: Light from the Sun travels as electromagnetic radiation.
* Radiation spreads out: As light travels outwards from the Sun, it spreads out over a larger and larger area. Think of a balloon being inflated: the same amount of air is spread over a bigger surface, making the air less dense. The same happens with light - its intensity decreases.
* We can't see it anymore: At some point, the light becomes so weak that our eyes can't detect it anymore. This doesn't mean the light has stopped, it just means it's too faint to see.
So, while the Sun's light technically travels infinitely far, we can only see it up to a certain distance before it becomes too weak.
