Do you have this kind of experience, if the frequency of two radio station was too close, sometime you will pick up signal from two both stations if you do not have a high quality radio.
You can select the frequency with RLC resonance circuit, how even there is a finite band width.
If you need a shorter band width, you need a higher quality device and the price will jump much higher if it is over the quality for normal circuit elements. That is the reason why there is a finite number of frequency available.