Variance must factor in. Imagine you are playing a game called Mega Roulette. Here are the rules and payouts:
1. The roulette wheel has 100 trillion spots.
2. You may only bet on 1 spot at a time (1 spot per spin).
3. Each spot pays 1 quadrillion to the 1 quadrillionth power to the 1 quadrillionth power to the 1 quadrillionth power to the 1 quadrillionth power to the 1 quadrillionth power.
4. Each spot has an equal chance of hitting.

The EV advantage on this game is too large for the human brain to imagine, but you will never hit your number during the lifetime of the universe (i.e. nearly infinite variance).