A partially ordered set is defined as a set with a relation that is symmetric, transitive, and anti-reflexive.
The transitivity and anti-reflexivity rule out cycles. We can't have "a < b < c < ... < z < a", because "a < b < c" transitively implies "a < c", etc. until "a < z", and anti-reflexivity rules out "a < z < a".
This seems obvious, but I just realized that this argument actually depends on the assumption that the cycle has a finite length.
As an informal counter-example, imagine a circle that grows until it becomes infinitely large. It is infinite, yet circular; you can walk around it, if you make infinitely many steps.
The set consists of the points at the boundary of this infinite circle. The relation "a < b" is defined as: the point "a" is at a final distance clockwise from the point "b".
This satisfies the definition of a partially ordered set. (If "a" and "b" are at a finite distance, and so are "b" and "c", then "a" and "c" are also at a final distance. If "a" is at a finite distance clockwise from "b", it is at an infinite distance counter-clockwise.) But if you walk all around this circle, making steps of a finite length, you just made an infinite cycle.
Does this make sense, mathematically? The predictable objection is that there is no such thing as an "infinite circle with a boundary" and consequently no infinite cycles. But perhaps there is a model of geometry where infinite circles make sense, or perhaps some other method can be used to create a partially ordered set with an infinite cycle.