Why are Short Put option strategy losses said to be unlimited when they are limited by fact that stocks don't fall below zero?

This is really more a question about terminology. In many articles describing synthetic long stock options strategy, losses (on the Short Put leg of the trade) are noted as being "unlimited".

[…] it can be seen that the potential loss of the trade has become unlimited., http://www.option-trading-guide.com/synthetics.html

Maximum Loss = Unlimited
, https://www.theoptionsguide.com/synthetic-long-stock.aspx

In reality, your loss is limited by the stock price going to zero wherein you could just let the option get exercised, get forced to buy the stock at the put strike, and then resell the stock at (in this example) zero, rather than get short squeezed into infinity due to some presumed absolute need to cover by buying back the contract itself like all of the articles seem to take as a given.

Why do they refer to the losses as being "unlimited" when, again, your losses on the short put leg of the strategy are going to be limited by the fact that the underlying will not go below zero (eg. is there some financial engineering principle that make it more best practice to refer to it in this way)? Something else I’m misunderstanding here?