It makes sense to crave the infinite as a way to attain immortality. The infinite is definitively permanent and eternal - it has no end. Man's appetite for life is, perhaps, identical with his appetite for the infinte.
Is this craving also related to knowledge though? I would say that it is only in the ancient sense of knowledge being akin to ownership and physical possession of infinity, i.e., the eternal.
Hinduism, as represented in The Upanishads and the Bhagavad Gita, certainly presents the individual an opporunity to attain a spiritual knowledge (possession) of the infinite. Sri Krishna directly offers this to Arjuna when he reveals himself in his true form.
To take it a step further, we can say that Hinduism seeks to lead the individual to identify with the infinite godhead, making us all like Sri Krishna - eternal and universal.