I saw many of this kind of questions on some text/question books. Is there any other explanation of this, or is it really wrong as I thought?
Here is a question of that kind:
If $\displaystyle f(x)=\int x(x^2-a)^2 dx$ and $f(a)=7$ then $f(-a)=?$
Here what is $f(0)$ or $f(1)$? $\displaystyle f(0)=\int 0(0^2-a)^2 d0$ or $\displaystyle f(1)=\int 1(1^2-a)^2 d1$ does not make sense.
For me, a right function need to be as: $\displaystyle f_c(x)=\int_c^xt(t^2-a)^2dt$
(where $c$ is some constant, can be $0$ as usual).
$f(x) = \int g(x) dx$ is very bad notation. The $x$ in the integral sign is a so-called 'dummy variable'. $\int g(x)dx$ is just a number, it does not depend on $x$. The only thing it could possible mean is the function that has constant value $\int g(u)du$. When people erroneously write this down they usually mean $$f(x) = \int_a^x f(t)dt,$$ for some $a$.