I cannot figure why but let me propose it:
$$\lim_{x \to 0}\prod_{n=1}^{\infty}\left(\arctan\left(x^{n}\right)+1\right)^{\frac{1}{x}}\overset?=e$$
We have a more obvious statement:
$$\lim_{x\to 0}\prod_{n=1}^{\infty}\left(\tanh\left(x^{n}\right)+1\right)^{\frac{1}{x}}=e$$
If we replace a $\arctan$ by a similar function, for example $\operatorname{erf}$, we don't have the same result.
If the conjecture is true I think we may need complex numbers to prove it but it's my supposition.
I have checked the conjecture up to $n=100$ with Desmos. How should I prove or disprove it?
Using $O$ notation and $\arctan(x)=x+O(x^3)$ you have $$\log\left(\prod_{n=1}^{\infty}\left(\arctan\left(x^{n}\right)+1\right)^{\frac{1}{x}}\right)=\frac{1}{x}\sum_{n=1}^\infty \log\left(1+x^n+O(x^{3n})\right) = \frac1x \sum_{n=1}^\infty \left(x^n + O(x^{2n}) \right)\\ =\frac1x \left( \frac{x}{1-x} + O\left(\frac{x^2}{1-x^2}\right)\right)=\frac{1}{1-x}+O(x) = 1 + O(x) \, .$$ Your statement is true for any function $f$ with $f(x)=x+o(x)$ about $x=0$.