Convergence
Note that
$$
\begin{align}
\int_x^{\pi-x}\sin(\tan(t))\,\mathrm{d}t
&=\int_x^{\pi-x}\sin(\tan(\pi-t))\,\mathrm{d}t\tag{1a}\\
&=-\int_x^{\pi-x}\sin(\tan(t))\,\mathrm{d}t\tag{1b}\\[6pt]
&=0\tag{1c}
\end{align}
$$
$\text{(1a)}$: substitute $t\mapsto\pi-t$
$\text{(1b)}$: $\sin(\tan(\pi-t))=-\sin(\tan(t))$
$\text{(1c)}$: average the left side of $\text{(1a)}$ and $\text{(1b)}$
Define
$$
I(x)=\int_0^x\sin(\tan(t))\,\mathrm{d}t\tag2
$$
Consider
$$
\begin{align}
\int_0^{\pi/2}\sin(\tan(t))\,\mathrm{d}t
&=\int_0^\infty\sin(t)\,\frac{\mathrm{d}t}{1+t^2}\tag{3a}\\
&=\sum_{n=0}^\infty(-1)^n\int_0^\pi\sin(t)\frac{\mathrm{d}t}{1+(t+n\pi)^2}\tag{3b}
\end{align}
$$
$\text{(3b)}$ is an alternating sum of terms with decreasing absolute value. Since the first term is positive, all the partial sums are non-negative. The minima of $I(x)$ are the partial sums with an even number of terms. Thus, for $0\le x\le\frac\pi2$, $I(x)\ge0$.
Equation $(1)$ implies that, for all $x\in[0,\pi]$,
$$
I(\pi-x)=I(x)\tag4
$$
Since $\sin(\tan(x))$ has period $\pi$ and $(1)$ says that its integral over $[0,\pi]$ is $0$, $I(x)$ also has period $\pi$. That is,
$$
I(\pi+x)=I(x)\tag5
$$
Furthermore, on $\left[0,\frac\pi4\right]$, $\tan(x)$ is convex; therefore, $\tan(x)\le\frac4\pi x$. Since $\sin(x)\le\min(x,1)$, we also have that $\sin(\tan(x))\le\min\left(\frac4\pi x,1\right)$. Thus,
$$
I(x)\le\frac2\pi x^2\left[0\le x\lt\tfrac\pi4\right]+\left(x-\frac\pi8\right)\left[\tfrac\pi4\le x\lt\tfrac\pi2\right]+\frac{3\pi}8\left[\tfrac\pi2\le x\right]\tag6
$$

Therefore,
$$
\begin{align}
\int_0^\infty\frac{\sin(\tan(x))}x\,\mathrm{d}x
&=\int_0^\infty\frac1x\,\mathrm{d}I(x)\tag{7a}\\
&=\int_0^\infty\frac{I(x)}{x^2}\,\mathrm{d}x\tag{7b}\\
&\le\int_0^{\pi/4}\frac2\pi\,\mathrm{d}x+\int_{\pi/4}^{\pi/2}\frac{x-\frac\pi8}{x^2}\mathrm{d}x+\int_{\pi/2}^\infty\frac{3\pi}{8x^2}\,\mathrm{d}x\tag{7c}\\[6pt]
&=1+\log(2)\tag{7d}
\end{align}
$$
Explanation:
$\text{(7a)}$: apply $(2)$
$\text{(7b)}$: integrate by parts
$\text{(7c)}$: apply $(6)$
$\text{(7d)}$: evaluate
Evaluation
After writing $(3)$, I realized that I might be able to evaluate the integral.
$$\newcommand{\Res}{\operatorname*{Res}}
\begin{align}
\int_0^\infty\frac{\sin(\tan(x))}x\,\mathrm{d}x
&=\frac12\int_{-\infty}^\infty\frac{\sin(\tan(x))}x\,\mathrm{d}x\tag{8a}\\
&=\frac12\sum_{n\in\mathbb{Z}}\int_{\left(n-\frac12\right)\pi}^{\left(n+\frac12\right)\pi}\frac{\sin(\tan(x))}x\,\mathrm{d}x\tag{8b}\\
&=\frac12\sum_{n\in\mathbb{Z}}\int_{-\pi/2}^{\pi/2}\frac{\sin(\tan(x))}{x+n\pi}\,\mathrm{d}x\tag{8c}\\
&=\frac12\int_{-\pi/2}^{\pi/2}\frac{\sin(\tan(x))}{\tan(x)}\,\mathrm{d}x\tag{8d}\\
&=\frac12\int_{-\infty}^\infty\frac{\sin(x)}{x\left(1+x^2\right)}\,\mathrm{d}x\tag{8e}\\
&=\frac14\int_{-\infty}^\infty\left(\frac2x-\frac1{x-i}-\frac1{x+i}\right)\sin(x)\,\mathrm{d}x\tag{8f}\\
&=\frac{\pi}4\left(2\Res_{z=0}\frac{e^{iz}}{z}-\Res_{z=i}\frac{e^{iz}}{z-i}-\Res_{z=-i}\frac{e^{-iz}}{z+i}\right)\tag{8g}\\[3pt]
&=\frac\pi2\left(1-\frac1e\right)\tag{8h}
\end{align}
$$
Explanation:
$\text{(8a)}$: integrand is even, so double and halve
$\text{(8b)}$: break up the integral into tangent domains
$\text{(8c)}$: substitute $x\mapsto x+n\pi$
$\text{(8d)}$: $\sum\limits_{n\in\mathbb{Z}}\frac1{x+n\pi}=\cot(x)$ (see this answer)
$\text{(8e)}$: substitute $x\mapsto\tan^{-1}(x)$
$\text{(8f)}$: partial fractions
$\text{(8g)}$: $\sin(x)=\frac{e^{ix}-e^{-ix}}{2i}$
$\phantom{\text{(8g):}}$ $\lim\limits_{R\to\infty}\left[-R-\frac i2,R-\frac i2\right]\cup Re^{i[0,\pi]}-\frac i2$ contains $z=0$ and $z=i$
$\phantom{\text{(8g):}}$ $\lim\limits_{R\to\infty}\left[-R-\frac i2,R-\frac i2\right]\cup Re^{-i[0,\pi]}-\frac i2$ contains $z=-i$
$\text{(8h)}$: evaluate the residues
Exchanging the Sum and Integral in $\bf{(8d)}$
Here is some justification for the reversal of the order of the sum and the integral in step $\text{(8d)}$.
For any fixed $m$, we easily have
$$
\sum_{|n|\le m}\int_{-\pi/2}^{\pi/2}\frac{\sin(\tan(x))}{x+n\pi}\,\mathrm{d}x=\int_{-\pi/2}^{\pi/2}\sum_{|n|\le m}\frac{\sin(\tan(x))}{x+n\pi}\,\mathrm{d}x\tag9
$$
Then, we have
$$
\begin{align}
\left|\int_{-\pi/2}^{\pi/2}\frac{\sin(\tan(x))}{x+n\pi}\,\mathrm{d}x\right|
&=\left|\int_{-\pi/2}^{\pi/2}\left(\frac1{x+n\pi}-\frac1{n\pi}\right)\sin(\tan(x))\,\mathrm{d}x\right|\tag{10a}\\
&=\left|\int_{-\pi/2}^{\pi/2}\frac{x\sin(\tan(x))}{(x+n\pi)n\pi}\,\mathrm{d}x\right|\tag{10b}\\[3pt]
&\le\frac1{2n(n-1)}\tag{10c}
\end{align}
$$
Thus,
$$
\sum_{|n|\gt m}\left|\int_{-\pi/2}^{\pi/2}\frac{\sin(\tan(x))}{x+n\pi}\,\mathrm{d}x\right|\le\frac1m\tag{11}
$$
Furthermore, for $|x|\le\frac\pi2$,
$$
\begin{align}
\left|\,\sum_{|n|\gt m}\frac{\sin(\tan(x))}{x+n\pi}\,\right|
&=\left|\,\sum_{n=m+1}^\infty\left(\frac1{x+n\pi}+\frac1{x-n\pi}\right)\sin(\tan(x))\,\right|\tag{12a}\\
&=\left|\,\sum_{n=m+1}^\infty\frac{2x}{n^2\pi^2-x^2}\,\sin(\tan(x))\,\right|\tag{12b}\\
&\le\sum_{n=m+1}^\infty\frac{2|x|}{\pi^2n(n-1)}\tag{12c}\\[3pt]
&=\frac{2|x|}{m\pi^2}\tag{12d}
\end{align}
$$
Thus,
$$
\int_{-\pi/2}^{\pi/2}\left|\,\sum_{|n|\gt m}\frac{\sin(\tan(x))}{x+n\pi}\,\right|\mathrm{d}x\le\frac1{2m}\tag{13}
$$
Sum[1/(x+n Pi)+1/(x-(n+1)Pi),{n,0,Infinity}]givesCot[x]. ThenIntegrate[1/2Sin[Tan[x]]Cot[x],{x,-Pi/2,Pi/2}]gives((-1+E)Pi)/(2E)– robjohn Jan 28 '22 at 16:18