I suspect this can be proven by the theory of posets. Here's a sketch/outline of a proof, though it's missing the key proof ingredient.
We can associate each number with a vector $v$ in $\mathbb{N}^{10}$ whose entries $(v_0,v_1,\dots,v_9)$ are non-negative integers that count the number of each digit $0$ through $9$ that appears. We have the condition that no entry $w$ dominates another entry $v$, meaning has every entry at least as large $w_i\geq v_i$.
Let's think of $\mathbb{N}^{10}$ as a partially ordered set (poset) under the domination relation $\preceq$. In fact, it is exactly the poset Cartesian product $\mathbb{N}\times\cdots\times \mathbb{N}$ of $10$ copies of $\mathbb{N}$, the ordered set of natural numbers.
To prove there's no infinite sequence as required, it would prove to show that $\mathbb{N}^{10}$ has no infinite antichain, which is a collection of elements no two of which are comparable. We'll call this property finite-width.
We'll proceed by induction. It's clear that $\mathbb{N}$, being totally ordered, has finite width.
False claim: If $A$ and $B$ are finite-width posets, then so is $A\times B$.
Its falsity is witnessed by the example of $A=\mathbb{N}$ and $B=\mathbb{\bar{N}}$, the natural numbers under the reversed order. There, the set of all $\{(i,i)\}$ is an infinite antichain. So, we'll need some stronger condition to make this carry through.
I think this condition is that the natural number are well-ordered, meaning that they have no infinite downward chains, which are infinite sequences of elements, each smaller than the previous. The natural numbers have this property, but the reversed natural numbers do not. The property is preserved by product
Claim: If $A$ and $B$ are well-ordered posets, then so is $A\times B$.
This is easy to see in that any infinite downward chain in $A\times B$ corresponds to an infinite downward chain in $A$ (and also $B$).
So, $\mathbb{N}^{k}$ is a well-ordered poset for any finite $k$. I believe this suffices to prove the claim we want, but don't yet have a proof.
Conjecture: If $A$ and $B$ are well-ordered with finite width, then so is $A\times B$ has finite width.