Why do we break down improper integrals such that they are improper at just one of the limits of integration?

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I get that if both the limits are improper, I get the wrong answer in some cases theoretically.

For example, $$\int_{-\pi/2}^{\pi/2}\tan (x)\,dx$$ is divergent but if I use both limits improper together, i.e. lim ε→0 integral of tan(x) from -pi/2+ε to +pi/2-ε , being an odd function the resultant is $0$, thus convergent.

But why is this wrong? Intuitively, they both should return the same value of the integral.