I thought about this problem today, and tried to solve it. Let $ax^n$ be the leading term of $p$.
I can prove that $\displaystyle\int_{-\infty}^{\infty}\sin ax^n\,dx$ converges (below), and I argued that since $p(x)\sim ax^n$ for sufficiently large $x$, we have $\sin p(x)\sim \sin ax^n$, and so the convergence of $\displaystyle\int_{-\infty}^{\infty}\sin p(x)\,dx$ is determined by that of $\displaystyle \int_{-\infty}^{\infty}\sin ax^n\,dx$.
I am not sure whether this is correct though, and would appreciate some help if it is not. Many thanks!
$n>1$ throughout.
Call $ax^n$ the leading term of $p$. For sufficiently large $x,\;p(x)\sim ax^n$, and thus $\sin p(x)\sim \sin ax^n$
Without loss of generality, assume $a>0$ and restrict ourselves to $\mathbb{R}^+$. It is sufficient to consider:
$$\int_{0}^{\infty} \sin ax^n\,dx$$
For this, let $t=ax^n:$
$$ \int_0^{\infty} \sin x^n\,dx=\frac{1}{\sqrt[n]{a}n}\int_0^{ \infty} t^{\frac{1}{n}-1}\sin t\,dt$$
Now, break up the real line into segments of length $\pi,$ and let $t=w+k\pi:$
$$\sum_{k\geq 0} \frac{1}{\sqrt[n]{a}n} \int_{k\pi}^{(k+1)\pi} t^{\frac{1}{n}-1}\sin t\,dt=\sum_{k\geq 0} \frac{(-1)^k}{\sqrt[n]{a}n}\underbrace{\int_0^{\pi}\frac{\sin w}{(w+k\pi)^{ 1-\frac{1}{n}}}\,dw}_{s_k}$$ We now work our way towards the Leibniz test:
$$0<s_k<\int_0^{\pi}\frac{dw}{(w+k\pi)^{1-\frac{1}{n}}}=n\sqrt[n]{\pi}\Big((k+1)^{\frac{1}{n}}-k^{\frac{1}{n}}\Big)\to 0\;\;\text{as}\;k\to \infty$$
And of course, since $\sin w>0$ for $w\in (0,\pi):$
$$\Big(w+(k+1)\pi\Big)^{\frac{1}{n}-1}<\Big(w+k\pi\Big)^{\frac{1}{n}-1}\Rightarrow s_{k+1}<s_k$$
Thus $s_k$ is a null sequence and is monotonically decreasing hence $ \displaystyle\sum_{k\geq 0} (-1)^k s_k$ converges, and it follows that the integral in question converges also.