Another counterexample that avoids the axiom of choice.
Let $\Sigma$ be the set of sequences $\sigma\colon \mathbb N \to \{0,1\}$ such that $\sigma^{-1}(\{0\})$ has asymptotic density $1$, and let $X=\{0,1\}^\Sigma$, equipped with the product topology ($\{0,1\}$ having the discrete topology). Then for each $n\in\mathbb N$ define $x_n\in X$ to have the value $\sigma(n)$ in each $\sigma$ coordinate, which we denote by $x_n^\sigma=\sigma(n)$.
Let $y\in X$ have the value $0$ in each coordinate, ie. $y^\sigma=0$ for all $\sigma\in \Sigma$.
Now every neighborhood of $y$ contains an open rectangle of the form $$B_{\sigma_1,\cdots,\sigma_m}:=\{x\in X \mid x^{\sigma_1}=\dots=x^{\sigma_m}=0\}\text{,}$$
and such a neighborhood certainly intersects $\{x_n\}$ infinitely often, since $$S:=\bigcap_{k=1}^m\sigma_k^{-1}(\{0\})$$ still has asymptotic density $1$, and for each $n\in S$ we have $x_n \in B_{\sigma_1,\cdots,\sigma_m}$.
On the other hand, given any infinite subset $K\subseteq \mathbb N$, let $\sigma$ be any sequence that is frequently equal to $1$ on $K$, yet still $\sigma^{-1}(\{0\})$ has asymptotic density $1$. (It is trivial to show such a $\sigma$ exists for any infinite subset $K$).
Then $\{x_k^\sigma\mid k\in K\}$ does not converge to $0$, hence $\{x_k\mid k\in K\}$ does not converge to $y$.