I've heard that worship of one only is called "henotheism". Both mono and heno mean "one", but "heno" is less exclusive.
Other points,
One argument is that if the universe were infinite, it would have infinite mass and infinite density, which would make it technically a singularity.
Also, in theoretical physics, "the universe" is often used to refer to multidimensional spacetime continuums. Since from higher dimensions, they appear like flat membranes (like a 2D sheet in our universe), they are called "branes". "Multiverse" or "superspace" is the higher dimensional hyperspace these "universes" are all embedded in. So there can be existence outside of our "universe", even though it would be quite a different kind of existence. (Different numbers of dimensions, different natural laws, etc).
Even beyond this dimensional multiverse, there can be a realm not even defined by space and time.
What are Space and Time, Really, and Can We Do Without them?
(From The Elegant Universe, Brian Greene, Vintage Books, p.376-78)
...we have freely made use of the concepts of space and of spacetime...envisioning the fabric of space and space-time as if it were somewhat like a piece of material out of which the universe is tailored. These images have considerable explanatory power; they are used regularly by physicists as a visual guide in their own technical work. Although [this] gives us a gradual impression of meaning, one can still be left asking, What do we really mean by the fabric of the universe?
This is a profound question that has, in one form or another, been the subject of debate for hundreds of years. Newton declared space and time to be eternal and immutable ingredients in the makeup of the cosmos, pristine structures lying beyond the bound of question and explanation. Leibniz and others disagreed, claiming that space and time are merely bookkeeping devices for conveniently summarizing relationships between objects and events within the universe. The location of an object in space and in time has meaning only in comparison with another. Space and time are the vocabulary of these relationships, but nothing more. Although Newton's view held sway for more than 200 years, Leibniz's conception, further developed by Austrian physicist Ernst Mach, is closer to our current picture. As we have seen, Einstein's special and general theory of relativity firmly did away with the concept of an absolute and universal notion of space and time. But we can still ask whether the geometrical model of space-time that plays such a pivotal role in general relativity and in string theory is simply a convenient shorthand for the spatial and temporal relations between various locations, or whether we should view ourselves as truly imbedded in something when we refer to our immersion within the space-time fabric.
Although we are heading into speculative territory, string theory does suggest an answer to this question. The graviton, the smallest bundle of gravitational force, is one particular pattern of string vibration. And just as an electromagnetic field such as visible light is composed of an enormous number of photons, a gravitational field is composed of an enormous number of gravitons—that is, an enormous number of strings executing the graviton vibrational pattern. Gravitational fields, in turn, are encoded in the warping of the space time fabric, and hence we are led to identify the fabric of space-time itself with a colossal number of strings all undergoing the same, orderly, graviton pattern of vibration. In the language of the field, such an enormous, organized array of similarly vibrating strings is know as a coherent state of strings. It's a rather poetic image—the strings of string theory as the threads of the space-time fabric—but we should note that its rigorous meaning has yet to be worked out completely.
Nevertheless, describing the space-time fabric in this string-stitched form does lead us to contemplate the following question. An ordinary piece of fabric is the end product of someone having carefully woven together individual threads, the raw material of common textiles.
Similarly, we can ask ourselves whether there is a raw precursor to the fabric of space-time; a configuration of strings of the cosmic fabric in which they have not yet coalesced into the organized form that we recognize as space-time. Notice that it is somewhat inaccurate to picture this state as a jumbled mass of individual vibrating strings that have yet to stitch themselves together into an ordered whole because, in our usual way of thinking, this presupposes a notion of both space and time; the space in which a string vibrates, and the progression of time —that allows us to follow its change in shape from one moment to the next. But in this raw state, before the strings that make up the cosmic fabric engage in the orderly, coherent vibrational dance we are discussing, there is no realization of space or time. Even our language is too coarse to handle these ideas, for, in fact, there is even no notion of before. In a sense, it's as if individual strings are "shards" of space and time, and only when they appropriately undergo sympathetic vibrations do the conventional notions of space and time emerge.
Imagining such a structureless, primal state of existence, one in which there is no notion of space or time as we know it, pushes most people's comprehension to their limit (it certainly pushes mine).
The hope is that from this blank slate starting point—possibly in an era that existed before the big bang or the pre-big bang (if we can use such temporal terms, for lack of any other linguistic framework)—the theory will describe a universe that evolves to a form in which a background of coherent string vibrations emerges, yielding the conventional notions of space and time. Such a framework, if realized, would show that space, time, and by association, dimension, are not essential defining elements of the universe. Rather they are convenient notions that emerge from a more basic, atavistic, and primary state. ...whereas strings show us that conventional notions of space and time cease to have relevance below the Planck scale [10^-35 m], studies show that ordinary geometry is replaced by something known as non-commutative geometry. [such as matrices, as opposed to normal Cartesian coordinates]. In this geometrical framework, the conventional notions of space and of distance melt away, leaving us in a vastly different conceptual landscape.
Nevertheless, as we focus our attentions on scales larger than the Planck length, physicists have shown that our conventional notion of space and time does re-emerge.
I loved where this was heading, but afterward, he seemed to abandon this view, and settle on an 11D superspace where the Big Bang was created by our brane bumping into another one. (that became the "M-theory", for "Membrane". Now, you don't hear much about the "grand Unified Theory" anymore, though the particle test that was supposed to destroy the earth the other day may yield some findings that spark off new interest.).
But it is obvious that that "primal realm" gives an understanding of how to think of God's realm ("not bound to the universe").