The short answer is to say that since antipodal points at infinity are identified, anything passing through infinity gets orientation-reversed. But if you'd count this as a proof, you'd probably not be asking. So I'll try to stick closer to what you have in your situation.
In between the ellipse this side of infinity and the ellipse on the other side of infinity, there likely is a situation where the “ellipse” does cross the line at infinity. In that case, it's not an ellipse any more, but a hyperbola. Think of the hyperbola $xy=1$ for a moment. It crosses the line at infinity in the points at infinity in the $x$ direction and in the $y$ direction, corresponding to the asymptotict directions of the hyperbola. Suppose you pick a counter-clockwise orientation of the hyperbola in the first quadrant. That means traveling along the conic in the chosen direction you'll come from “up”, and move first “down” then to “right”. Passing through infinity in the “right” direction, you then traverse the hyperbola branch in the third quadrant startig “left” and going “right” then “down”. So you have a clockwise change of direction there. So the cyclic orientation observed in one branch of the hyperbola is opposite that in the other branch. Moving your ellipse through infinity, you are enlarging one branch and reducing the other, so the whole process will swap the orientation.