Hmm. Imagine an infinitely large grid of resistors. In between two points, you have an infinite number of paths through the adjacent resistors, which are connected in series so we can treat them as one resistor. Now if you connect an infinite number of resistors in parallel, you will get zero ohms, no matter how large they are. True, if connecting the parallel resistors one by one, the drop in resistance will be very, very small - so small that you might not even notice with an ohmmeter. I like your analogy with the copper sheet, it's absolutely obvious that there is a finite resistance between two points an inch apart. On the other hand, this is a play on our inability to conceive "infinite". There is no such thing, so our experience is absolutely worthless. The "knight move" is just a trick to distract our attention. Try it like this: Take a standard-format unetched copper PCB and measure the resistance between two points. Then, solder a second, identical PCB to one of its sides. Measure again between the same points. If the resistance becomes lower (and it will), I see no reason why it should not go down to 0 if you take an *infinite* number of connected PCBs, or an infinitely large copper sheet, if you like.
Regards, Leo