The concept holds. Perhaps the example isn't great, I'm not sure - but since when does 'the set of numbers between 4.0 and 6.0' not include the natural number 5?
That's a set of real numbers, and primality is not defined for real numbers, so 5.0 can't be a prime. The whole concept is just not applicable unless were talking about natural numbers, in which case the set is finite.