Pick a point P for evaluation of E. The only variable which matters is R, the distance from the line of charge. There is no angular dependence because the line is cylindrically symmetric, i.e. it does not matter at which angle about the line you view it. There is no axial dependence because the line of charge is infinitely long, i.e. there is no preferred position along the line. The infinite line of charge is certainly a physically-impossible situation to set up (infinite amount of charge) but one whose consideration is useful in interpreting finite distributions, e.g. checking the limiting behavior of solutions.