The reason this is so is that the first limit being infinity implies that f(x) is growing at a faster rate than x is.
As for evidence, if you assume that lim f(x) is finite or doesn't exist, then lim [f(x)/x] is 0 or doesn't exist as x gets large, which is a contradiction. If you were going to prove this, you would have to be a little more careful, but maybe you get the idea I'm trying to convey.