Well think about it
At an infinite distance away, teh gravitational potential energy becomes zero, because the object is so far away that the gravitational force exerted on it by the planet is so small, that it is in fact zero at an infinite distance.
This also explains why GPE is a negative number, because the gravitational potential energy is rising every time your altitiude above a primary body increases. (more work is done to put you into that higher location). But if you keep on increasign in altitude/distance, you eventually get to a point where GPE is zero. This is only possible if GPE is negative...