∫ is Unicode's U+222B. Depending on your platform, this can be input in various ways. For example :
  - On most Linux's terminals, Ctrl-Shift-U + 222B, then <space> will input ∫. 
- Emac's input method "TeX" allows you to type "\int" to get ∫. 
But this character isn't accepted by Python as an identifier ; you can't use it as a synonym to integrate :
 sage: ∫=integrate
  Input In [4]
    ∫=integrate
    ^
SyntaxError: invalid character '∫' (U+222B)
 Furthermore, this example illustrates that displaying ∫(sin(x), (x, 0,π)) isn't really an acceptable substutite to $\displaystyle{\int_0^\pi\sin(x) \operatorname{d}\!x}$ : the substitute is hard to read and ugly as hell...
 What you seem to aim at is an input mechanism accepting your keystrokes/mousestrokes , using them to build a structure representing some mathematical expression and displaying a "nice" visual representation of it. That's what Matehmatica interface does.
 Such an input interpreter is probably somewhat lateral to Sage's goals... I have found that Sage's  ability to latex any Sage object is enough (and easy enough to use) to check and understand anything I have had to use...
 HTH, 
 EDIT : as noted by @tolga, this answer to a previous question is relevant : it suggests to use Sage through TeXmacs, thus benefitting of TeXmacs interface. Which I don't know...
 
This can be somehow related with https://ask.sagemath.org/question/541...