"The set of busy beaver numbers" communicates, points to, refers to, picks out, a concept in natural language that we can both talk about. It has finite information content (a finite sequence of ascii characters suffices to communicate it). An analogous sentence in a sufficiently formal language would still have finite information content.

Note that a description, even if it is finite, is not necessarily in the form that you might desire. Transforming the description "the sequence of the first ten natural numbers" into the format "{0, 1, 2, 3, 4, 5, 6, 7, 8, 9}" is easy, but the analogous transformation of "the first 10 busy beaver numbers" is very difficult if not impossible.

As nshepperd points out, an element of a countable set necessarily has finite information content (you can pick it out by providing an integer - "the fifth one" or whatever), while generic elements of uncountable sets cannot be picked out with finite information.