I'm not a mathematician and "nothing" doesn't really make sense for me either. But I guess the problem with inf might be that it'd be strange to get +2 as the next thing between +1 and +inf, while getting +1.5 between +1 and +2.

It's more that surreal numbers already include infinities like ω, ω + 1, and so on, so "inf" felt like a concept I want to avoid. The actual description is set-theoretic and uses empty sets there ("nothing to the left", "nothing to the right") so I took that a bit too literally.