It annoys me too. In some website you can't see the footer, read it and then click its links. It keeps disappearing while I scroll down as fast as I can (keyboard or mouse).
It wasn't from the start, but Facebook, after years, still has infinite scroll with a footer. I have no idea how they could possibly not have fixed it yet, unless it's some kind of deliberate prank.
Are there any sites that were designed from the start with infinite scroll that also have footers?