There are several results that morally point in the direction of "you should expect endless rich beauty", but my favorite is this:
You might naively worry that at some point we prove everything that's easy to describe, and we have to make up extremely complicated questions. And at that point, is it really that interesting to say that some 50 page contrived problem required some complicated theory to prove?
However, we know this won't happen! If you take all questions of n characters, take the shortest proof of each, then look at the growth rate of the length of the longest such shortest proof, you find that the length must grow uncomputably quickly in n. Otherwise theorem proving would be computable by proof search, which would let you decide provability, thus a fortiori decide the halting problem.
So, we must have a vast supply of very simple questions whose answers are spectacularly complicated. In practice, this is what we see, and the complexity seems to correspond to real richness!
For example, as near as we know, the answer to "when does x^n y^n=z^n have solutions over Z?" is just massively incompressibly deep, requiring the development of extremely sophisticated tools. Likewise, "what can be said of a group that's finite and simple?" seems to just be a massively deep question. That simple questions can require thousands of pages of deep theory should be unsurprising in light of this "proof lengths must grow uncomputably quickly" result!
And "grows uncomputably quickly" is an absolutely staggering growth rate. There is likely some short couple-paragraph question where resolving it would require you to develop one million pages of rich theory, beyond the intellect of any human.
Can you explain his mistake in more detail? Is it that we can never run out of interesting math to do? Do we know this for sure (a theorem?) or as a common-sensical extension of the idea that we can study whatever mathematical structures we want?