The rule is not precisely that, it is only if the mandatory actions of the loop offer you the choice, that you must eventually choose one that stops the loop. Classic infinite loop example is 3 oblivion rings exiling each other. If there is another valid target, you must choose it.

It’s mostly for time purposes. Nobody wants to wait another hour for the round to end because someone is trying to draw their game, which means those players potentially have to play yet another game. In reality it doesn’t happen that often.

In your games with your friends feel free to ignore this rule. If you made a deck that managed to pull it off I would think it was cool.