If you see the following pop-up in MetaMask:
This means that you currently don't have access to blockchain data. MetaMask connects to services (the "blockchain host") that provide read and write access to your blockchains of choice.
For the convenience of MetaMask users, Infura is configured as the default blockchain host. Any loss of connection would likely be temporary due to a technical issue.
But like many features in MetaMask, which blockchain host the wallet connects to is customizable, meaning you can change it to connect to any other blockchain node, whether offered by a service or one that you run yourself. While the Infura service is industry-leading for many important reasons (reliable up-time, ease of use), users may choose to have a backup service on standby should there be any service disruptions.