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\begin{align}
&\int_{0}^{\infty}\pars{{1 \over 1 + nx^{n}} - \expo{-nx^{n}}}
\,{\dd x\over x^{1 + n}}
\,\,\,\stackrel{y\ =\ nx^{n}}{=}\,\,\,
\int_{0}^{\infty}\pars{{1 \over y + 1} - \expo{-y}}\,{\dd y \over y^{2}}
\\[5mm] = &\
\lim_{\epsilon \to 0^{+}}\bracks{%
\int_{\epsilon}^{\infty}{\dd y \over y^{2}} -
\int_{\epsilon}^{\infty}\pars{{1 \over y} - {1 \over y + 1}}\dd y -
\int_{\epsilon}^{\infty}{\expo{-y} \over y^{2}}\,\dd y}
\\[5mm] = &\
\lim_{\epsilon \to 0^{+}}\bracks{%
{1 \over \epsilon} + \ln\pars{\epsilon \over \epsilon + 1} - {\expo{-\epsilon} \over \epsilon} + \int_{\epsilon}^{\infty}{\expo{-y} \over y}\,\dd y}
\\[5mm] = &\
\lim_{\epsilon \to 0^{+}}\bracks{%
{1 \over \epsilon} + \ln\pars{\epsilon \over \epsilon + 1} - {\expo{-\epsilon} \over \epsilon} - \ln\pars{\epsilon}\expo{-\epsilon} + \int_{\epsilon}^{\infty}\ln\pars{y}\expo{-y}\,\dd y}
\\[5mm] = &
\underbrace{\lim_{\epsilon \to 0^{+}}\bracks{%
{1 \over \epsilon} + \ln\pars{\epsilon \over \epsilon + 1} - {\expo{-\epsilon} \over \epsilon} - \ln\pars{\epsilon}\expo{-\epsilon}}}_{\ds{=\ 1}}\ +\
\underbrace{\int_{0}^{\infty}\ln\pars{y}\expo{-y}\,\dd y}_{\ds{=\ -\gamma}} =
\bbx{\ds{1 - \gamma}}
\end{align}