It's instructive to see what happens if you omit it. Suppose we had
$$
\frac{1}{x(x^2+1)} = \frac{A}{x} + \frac{B}{x^2+1}
$$Cross multiplying, we get
$$
1 = A (x^2+1) + B(x)
$$Matching the constant terms, we see $A=1$; matching the quadratic terms, we see $A=0$. This is a contradiction, so our decomposition is invalid. The need for a linear term is to balance the degree of the quadratic in the denominator.
If you were working over $\mathbb{C}$ instead of $\mathbb{R}$, you could split $x^2+1$ completely:
$$
\frac{1}{x(x^2+1)} = \frac{1}{x(x+i)(x-i)} = \frac{A}{x}+\frac{\beta}{x+i}+\frac{\gamma}{x-i}
$$Combining the last two terms gives
$$
\frac{\beta}{x+i}+\frac{\gamma}{x-i} = \frac{\beta(x-i)+\gamma(x+i)}{x^2+1} = \frac{B x + C}{x^2+1}
$$