For $D=[0,+\infty)×[0,+\infty)$ and $f(x,y)=(1+x+y)^{-1}$, why does the integral over $D$ of $f(x,y)$ not converge?
It's not like $\rho/(1+\rho|\sin\theta+\cos\theta|)$ which to infinite is like $1/(|\sin\theta+\cos\theta|)$ and, close to $0$ is like $0$?
Consider
$$D'=[0,+\infty)\times [0,1]$$
and note that
$$\int_D \frac1{1+x+y} \,dx\,dy \ge \int_{D'} \frac1{1+x+y} \,dx\,dy\ge \int_{D'} \frac1{2+x} \, dx \, dy$$