Infinity Focus?

Went out for a walk the other night and wanted to take some shots of the sky, but noticed that the camera didn't seem to focus as such (I.E. the grey box didn't turn green).

Is this because the camera doesn't show this box at infinity focus? In fact, I can't remember if the box even showed up. I noticed a green dot/circle somewhere on the display, but I'm not sure what it means or if it has anything to do with the focus?

This was with NEX-7 & Sigma 30mm.

Thanks