Counterexample:
$$
a = \frac{1}{2}, \quad f(x) = \frac{1}{x^2(x-\frac{1}{4})}.
$$
EDIT Although, the claim is true if $a \ge 1$, because then
$$
\int_{a}^{\infty}f(x)dx {\; \; \rm \text converges} \quad \Rightarrow \quad \int_{a^2}^{\infty}f(t)dt {\; \; \rm \text converges},
$$
and for the integral
$$
\int_a^{\infty}f(x^2)dx = \int_{a^2}^{\infty}\frac{f(t)}{2\sqrt{t}}dt = \int_{a^2}^{\infty}f(t)g(t)dt
$$
the Abel-Dirichlet test is positive, since
$$
\begin{aligned}
&1) \;\int_{a^2}^{\infty}f(t)dt {\; \; \rm \text converges;} \\
&2) \; g(t) = \frac{1}{2\sqrt{t}} {\; \; \rm \text is \; monotonic\; and\; bounded \; on \;}[a^2, \infty). \end{aligned}
$$
Therefore, $\int_a^{\infty}f(x^2)dx$ also converges.
P.S. Abel-Dirichlet test has two faces. You can use the following premises as well:
$$
\begin{aligned}
&1) \;\int_{a^2}^{b}f(t)dt {\; \; \rm \text is \; finite \; for \; any\;} b>a^2; \\
&2) \; g(t) = \frac{1}{2\sqrt{t}} {\; \; \rm \text is \; monotonic,\; differentiable \; and \; tends\; to \; zero\; on \;}[a^2, \infty). \end{aligned}
$$
The result will be the same.