I am reading the Florida Mu Alpha Theta Sponsors Guide. Page 43 is a list of clarifications and disputes commonly made, and their resolutions. One of their clarifications is this:
A function which is not integrable on an interval A is not integrable on any interval B, where B contains A. I.e. no “the negative signs cancel” arguments.
What is this argument they're referring to?
Consider the function $f(x)=\frac{1}{x}$ for $x \neq 0$ and $f(0)=0$. You can show that $f$ is not integrable on $[0,1]$. The statement in your question tells us $f$ is not integrable on $[-1,1]$. One might argue that because $f$ is an odd function and $[-1,1]$ is centered at the origin, the positive and negative area "cancel out" and $\int_{-1}^1 f(x)dx=0$ (similarly to how $\int_{-\pi}^\pi \sin(x)dx=0$), but this would be incorrect.