The concept holds. Perhaps the example isn't great, I'm not sure - but since when does 'the set of numbers between 4.0 and 6.0' not include the natural number 5?
That's a set of real numbers, and primality is not defined for real numbers, so 5.0 can't be a prime. The whole concept is just not applicable unless were talking about natural numbers, in which case the set is finite.
Primality only applies to natural numbers, so there can't be primes between 4.0 and 6.0. There is one between 4 and 6, but that's a finite range.