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Nope, Set Theory can work on potential infinity."Should we briefly characterize the new view of the infinite introduced by Cantor, we could certainly say: In analysis we have to deal only with the infinitely small and the infinitely large as a limit-notion, as something becoming, emerging, produced, i.e., as we put it, with the potential infinite. But this is not the proper infinite. That we have for instance when we consider the entirety of the numbers 1, 2, 3, 4, ... itself as a completed unit, or the points of a line as an entirety of things which is completely available. That sort of infinity is named actual infinite." [D. Hilbert: "Über das Unendliche", Mathematische Annalen 95 (1925) p. 167]
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