With the input
f[t_] := Cos[2 Pi t]
FourierTransform[f[t], t, w, FourierParameters -> {0, -2*Pi}]
I get 1/2 DiracDelta[-1 + w] + 1/2 DiracDelta[1 + w] as expected. But unless I'm having a brain fart, this implies that
Integrate[f[t]*Exp[-2 Pi I t 3], {t, -Infinity, Infinity}]
is zero. Mathematica, however, claims that this integral doesn't converge. I could understand if FourierTransform used other methods internally and thus Integrate doesn't find a solution. But I'm a bit surprised that I get the apodictic claim that the integral doesn't converge. What am I missing? Are there any options to Integrate or any assumptions I could use to make Mathematica change its mind?
BTW, I am aware of this, but although it's related it doesn't answer my question.