We show that, under certain constraints, the Stanley-Reisner ring of an infinite simplicial complex is Cohen-Macaulay in the sense of ideals and weak Bourbaki unmixed. We apply this result to prove the wanted claim -- that initial complexes of matrix Schubert varieties corresponding to infinite permutations in $S_{\infty}$ with respect to an antidiagonal term order are Cohen-Macaulay (in the same sense), giving rise to new examples of non-Noetherian Cohen-Macaulay rings.