  A set of points $S$ in Euclidean space $\mathbb{R}^d$ is called
\textit{Ramsey} if any finite partition of $\mathbb{R}^{\infty}$ yields a
monochromatic copy of $S$. While characterization of Ramsey set remains a major
open problem in the area, a stronger ``density'' concept was considered in [J.
Amer. Math. Soc. 3, 1--7, 1990]: If $S$ is a $d$-dimensional simplex, then for
any $\mu>0$ there is an integer $d:=d(S,\mu)$ and finite configuration
$X\subseteq \mathbb{R}^d$ such that any subconfiguration $Y\subseteq X$ with
$|Y|\geq \mu |X|$ contains a copy of $S$. Complementing this, here we show the
existence of $\mu:=\mu(S)$ and of an infinite configuration $X\subseteq
\mathbb{R}^{\infty}$ with the property that any finite coloring of $X$ yields a
monochromatic copy of $S$, yet for any finite set of points $Y\subseteq X$
contains a subset $Z\subseteq Y$ of size $|Z|\geq \mu |Y|$ without a copy of
$S$.
