It absolutely, 100%, will not work for infinity. The flange to film distance of the L39 mount is 28.8mm and of the FD mount is 42mm, so even if the adapter had zero thickness, the lens would be 13.2mm too far out. You can never make this up by stopping down. The lens will wind up being focused maybe a couple inches away from the front element.
Canon did make FD mount macro gear for their SLRs, but because there were already M39 macro tubes, enlarging lens, etc out in the world, they made an adapter for the convenience of their users.