If $p\le n$ we have that $p$ appears among $n$, $n-1$, $n-2$ and so on, so clearly $p\mid n!$.
If an integer $k$ divides the integers $a$ and $b$, then it divides $a-b$. Indeed, if $a=kx$ and $b=ky$, then $a-b=k(x-y)$.
This should explain the part in green: if $p\mid Q_n$ and $p\le n$, then $p\mid n!$ and so $p\mid(Q_n-n!)$. But $Q_n-n!=1$, so this is impossible. Hence $p>n$.
The argument shows that, given an integer $n$, a prime divisor of $Q_n$ is greater than $n$. Since $p_2$ is a prime divisor of $Q_{p_1}$, we have $p_2>p_1$. In general, $p_{k+1}$ is a prime divisor of $Q_{p_k}$, so $p_{k+1}>p_k$.
However, there's a better explanation: the set of prime numbers is unbounded (no $n$ can be an upper bound), hence it is infinite.