This post is to clarify if the following example works. Let ${q_n}$ be an enumeration of $\mathbb{Q}$.
For each n define $f_n(x)=1$ if $x\in\{q_1,...,q_n\}$ and $f_n(x)=0$ otherwise. Then for all n $\int f_n dx=0$ while $\int f dx$ does not exist where $lim_{n}f_n=f$ and $f$ is the Dirichlet function.
Is this valid?