Well you know I ofcourse meant
$$\int_{0}^{\infty} \lim_{n\to\infty}\left( 1 + \frac{x}{n}\right)^n t^{s-1}\,\mathrm{d}t \neq \lim_{n\to\infty} \int_0^n \left( 1 + \frac{x}{n}\right)^ns^{s-1}\,\mathrm{d}t$$,
but why is it not enough with uniform convergence? You allready know that the integral o the left converges.