But they don't retain their status as hypernaturals! dx does not need to evenly divide the interval over which the integral is taken. Whenever it doesn't, the number of slices in the integral will fail to be a hypernatural number, because one of the slices will extend beyond the interval boundary.

The theorem tells us that the area of the extended interval that uses a hypernatural number of slices has the same real part as the area of the exact interval. It doesn't tell us that the exact interval contains a hypernatural number of slices.