no, the bug is in the Maxima's version currently bundled with Sage (or in its combination with the Lisp compiler ECL).
$ sage --maxima
;;; Loading #P"/home/dima/software/sage/local/lib/ecl/sb-bsd-sockets.fas"
;;; Loading #P"/home/dima/software/sage/local/lib/ecl/sockets.fas"
;;; Loading #P"/home/dima/software/sage/local/lib/ecl/defsystem.fas"
;;; Loading #P"/home/dima/software/sage/local/lib/ecl/cmp.fas"
Maxima 5.35.1
http://maxima.sourceforge.netusing Lisp ECL 13.5.1
Distributed under the GNU Public License. See the file COPYING.
Dedicated to the memory of William Schelter.
The function bug_report() provides bug reporting information.
(%i1) integrate(x/(x^2+1),x,0,+inf);
(%o1) 0
(%i2)