Yes, it's an approximation, but it's a very, very good one. Suppose you were numerically integrating a slowly-varying function from 0 to 1e24. You'd probably do so using the definition of a Riemann integral, choosing a finite dx. That is, you'd partition the function into intervals, add their values together, and multiply by dx. So, if you chose dx=1e23, you'd add up the values of the function at 0, 1e23, 2e23, ..., 9e23 and multiply by 1e23. Of course, if you chose a smaller dx, (say 1e22) you'd get a better approximation to the integral. If you chose a dx=1, the error would be extremely small (differing by about 1e-24), and you'd get your answer by summing up the value at every integer and multiplying by 1. Of course, this means that the summation approximates the integral, and vice versa.