A move, though possibly part of an infinite series of moves, is still only one of a finite number of states for the board. And each state can theoretically be evaluated to results in a win/lose/draw for either white/black assuming both player play a perfect game.
Now I'm going to go way outside my comfort zone with the hope of correction or confirmation: Since the nature of chess on a board of of N dimensions is EXPTIME-hard, would chess on an infinite board be NEXPTIME-hard? (And if not, what level of the time hierarchy would that fall under?)