Shannon capacity $C$ is the upper limit on a rate $R$ defined as the number of information symbols $k$ divided by the number of transmitted symbols $n$, that can be transmitted over a channel such that as $n \rightarrow \infty$, the probability of error goes to zero. If a rate $R > C $ is used, the probability of error is bounded away from zero.
Since $n$ is finite in practical applications, there is some nonzero probability of error.Thus, why would it matter if we transmit at a rate higher than $C$, Shannon's theorem predicts that such a rate will have a nonzero probability of error, but we already have a nonzero probability of error due to the fact that $n$ is finite.In other words, why don't we transmit at rates higher than $C$ if we are going to get a nonzero probability of error anyways ?