Integral over unit vectors in different coordinates systems

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In one of my problems, I have to integrate:

$$ \int_0^{2\pi} \vec{e}_\phi \: d\phi $$

What the solution to my problem seems to say is that because

$$ \vec{e}_\phi = cos\phi \, \vec{e}_x + sin\phi \, \vec{e}_y $$

I can't pull the unit vector out like a constant. I don't understand this.

The reason is that I could well argue that if what my solution does is right, then it must be true that

$$ \int \vec{e}_x \: dx \neq x\vec{e}_x $$

because in some coordinate system $\vec{e}_x$ is dependent of x:

$$ \vec{e}_x = f(x) \vec{e}_\phi $$

for example.

Intuitively, if I'm in cylindrical coordinates, the unit vectors have to be constant because a vector space should be able to exist on their own, without making any reference to another vector space.

Could someone help me understand why I have to take $\vec{e}_\phi$ as phi dependent when I integrate, although I am in cylindrical coordinates?