Inspired by the question in the post with a beautiful result $$ \int_0^{\infty} \frac{\sin x}{x e^x} d x=\frac{\pi}{4} , $$ I found that it can be generalised further to $$ \boxed{\int_0^{\infty} \frac{\sin (ax)}{x e^x} d x=\arctan a} ,\quad \textrm{ where }a\ne 0. $$ which is wonderful too.
To prove it, we can use the power series of $$ \sin x=\sum_{n=0}^{\infty} \frac{(-1)^n x^{2 n+1}}{(2 n+1) }. $$ Plugging the series into the integrand yields $$ \begin{aligned}\int_0^{\infty} \frac{\sin (a x)}{x e^x} d x&=\sum_{n=0}^{\infty} \frac{(-1)^n}{\left(2n+1\right) !} \int_0^{\infty} \frac{(a x)^{2 n+1}}{x e^x} d x\\& =\sum_{n=0}^{\infty} \frac{(-1)^n a^{2 n+1}}{(2 n+1) !} \int_0^{\infty} x^{2 n} e^x d x\\& =\sum_{n=0}^{\infty} \frac{(-1)^n a^{2 n+1}}{(2 n+1) !}\Gamma(2 n+1)\\& =\sum_{n=0}^{\infty} \frac{(-1)^n a^{2 n+1}}{2 n+1}\\&=\arctan a\end{aligned} $$
My question: Without power series, can we compute $\int_0^{\infty} \frac{\sin (ax)}{x e^x} d x$?