Just like as for classic gates, we would like to be able to select quantum computer physical implementations that can represent one or a few gates that can be used to create any quantum circuit.
Unfortunately, in the case of quantum circuits this is obviously impossible, since the space of N x N unitary matrices is infinite and continuous.
Therefore, when we say that certain gates form a "set of universal quantum gates", we actually mean that "any unitary matrix can be approximated to arbitrary precision with enough of these gates".
Or if you like fancy Mathy words, you can say that the subgroup of the unitary group generated by our basic gate set is a dense subset of the unitary group.