hp prime simple integration doesn't work right...

[Helge Gabert]

I thought Bernard replied well to your OP. Definite integration with symbolic variables with bounds involving infinity is problematic because checking for continuity between the bounds is not trivial. This is also a problem for expressions with symbolic variables in solve, as discussed in this older thread,

http://www.hpmuseum.org/forum/thread-7862.html
(Example 2).

Anyway, you found a way to get a correct answer with assume(a>0). The message you are seeing is only informational.