In fact it should be “onto”, or simply “on”

Onto - is on something. Put the pencil onto the box. Which is basically over the box. Though for your sentence i would say: Turn left at Infinity avenue. Into is in something - Put the water into the bottle. I hope this makes some sense.

"Into" doesn't really work. "Onto" could work, but isn't really the most natural-sounding choice. Either "on" or "at" would sound more natural.

‘Into’ could be correct. But it would convey different information. For example, we say ‘turn into the alley’ because alleys are minor and don’t feel like important things. They feel like they are part of something else. They are ‘in’ something else. Similarly, we might turn ‘into’ the ‘parking garage or parking lot’ because they are the endpoint and a parking garage is an actual building. You go ‘into’ buildings. You didn’t give enough context to properly answer the question. ‘Infinity Avenue’ doesn’t sound like a real street name, to someone who lives in American culture at least. The other answers that were given speak to the default. But if I heard ‘into’ from someone I know is a native English speaker, I would ask myself what information is being conveyed. If it’s from someone with an academic knowledge of English who has never used English to communicate, I would assume it’s an error, probably an incorrect translation from a different language.