Well, it's not really quite correct to write that [itex]e^{-\infty+i\omega\infty}[/itex] EQUALS something. But I think you are asking: [tex]\lim_{x\rightarrow\infty} e^{-x+i\omega x} = \lim_{x\rightarrow\infty} e^{-x} e^{i\omega x}[/tex]
Now this last expression has [itex]e^{-x} \rightarrow 0[/itex] and the imaginary power of [itex]e[/itex] is bounded, so the entire expression goes to 0.